The podcast is hosted by Tindall, who is married to Anne’s daughter Zara.
While asking Kate where her competitive streak came from, Tindall revealed that he had seen her play beer pong.
“Where did your…? I’m not going to say you’re uber competitive… (but) I’ve seen her play beer pong,” he said.
In response to his question Kate jokingly denied she is competitive at all.
She said her family were always “very active”, adding: “I suppose as a family we were just very active.
“And I can always remember being physical, using our bodies, whether it’s walking, climbing the lake district in Scotland (or) swimming from a young age.
“(Her parents) always encouraged us to be physically active and sporty and they always encouraged us into doing team sports and trying things.”
Pointing to William she admitted that they are very competitive with each other.
“I don’t think we’ve managed to finish a game of tennis, the two of us,” she said.
She added: “It becomes a mental challenge between the two of us.”
William agreed that they try to “out mental” each other.
Kate also revealed that she enjoys cold water swimming.
“Cold swimming – the colder, the better. I absolutely love it,” she said.
“Slightly to the point where William’s (saying) ‘You’re crazy’ and it’s dark and it’s raining.
“I will go and seek out cold water. I love it.”