Princess Diana and Prince Charles divorced in the late summer of 1996, but they were separated since 1992. Despite their separation, she was always celebrating Christmas with the royal family at their royal estate Sandringham, in Norfolk.
Diana decided to cancel plans for spending the Christmas with the royal family, in 1995. She decided she will not be celebrating Christmas with her sons, Prince William and Prince Harry, Prince Charles, and the Queen. That was the first time she was separated from her children on holidays.
She was alone in her Kensington Palace, and she had to take sleeping pills to get through the night because she didn’t handle it very well.
The reason Diana decided to spend the Christmas alone is that a month earlier she admitted she had a lover in a BBC interview. In the same interview, she said that she thinks that Charles is not fit to be a king. She thought it is not appropriate for her to face the royal family after the controversial things she said in the interview. She even told a friend, that she thought that if she went there in a BMW she will come out in a coffin.
Princess Diana died in a car crash two years after that, and Queen Elizabeth said that her funeral was almost unbearably sad, during her Christmas address to the people.
Source: instyle.com