Speaking as a guest on Kate Thornton's White Wine Question Time podcast, Eugenie opened up about their relationship and friendship.
"She's a great mum, I always ring her for nearly everything," said Eugenie. "'What do I do about this? What do I do about that?' Same goes for my mum. Literally, constant."
Sarah, Duchess of York's younger daughter added: "Beatrice and I, our whole lives, we've always had each other. We're the only ones going through exactly what the other is going through at exactly that time as a girl – in our family, our place of work, whatever it is. I think that's extraordinary to think about.
"We're not twins, yet you go through life knowing exactly what the other one is going through. She's my big sissy, she's a legend."
Eugenie then admitted: "She's annoying when she wants to be and I'm really annoying to her back, but we love each other, best of friends."
Elsewhere on the podcast, the Princess opened up about her two sons who she shares with husband Jack Brooksbank – August, two, and five-month-old Ernest.
Eugenie, 33, said: "My kids are so wonderful. Augie is a two-and-a-half-year-old firecracker and just listens to me, I don't know why. And Ernie smiles the whole time so they're really easy and wonderful boys."
But Eugenie also revealed a very relatable parenting challenge, saying: "There are other things that don't go well – feeding times are tearing-my-hair-out type moments but sleep is not a problem at the moment."
The royal is currently enjoying maternity leave from her director role at Hauser & Wirth. She and Jack divide their time between the UK and Portugal, where Jack heads up the sales and marketing team for luxury resort CostaTerra Golf and Ocean Club.
Meanwhile, her sister Beatrice is Vice President of Partnerships and Strategy at tech company Afiniti. She was previously an associate at investment firm Sandbridge Capital and before that she had a role as an international production analyst at Sony Pictures Entertainment.
Listen to HELLO!'s A Right Royal Podcast and find out which royal residence Queen Camilla refused to enter in the early days: