Olympic cycling great Dame Laura Kenny says she felt “lonely” after losing her unborn child and opened up about her miscarriage and ectopic pregnancy to “give support to other women”.

The five-time Olympic gold medallist received her damehood from the Duke of Cambridge at Windsor Castle on Tuesday, alongside husband Jason who was awarded a knighthood.

Speaking about her decision to share her personal experiences in an Instagram post last month, she said she hoped it would help other women and families.

The 30-year-old told the PA news agency: “You wish it never happens to you and it’s not until you go through it that you realise how lonely it is, and I think it was that that made us realise that actually, OK, it was a bad situation to us but lots of people go through it.

“You don’t know where to turn to and I think just by us being ‘brave’, (as) lots of people were branding it.

“But by stepping out and actually saying ‘look, it can happen to anyone and it has happened to us’, it gave lots of people a platform.

“There were so many stories that people shared which they were happy for me to share.

“I just think if it gives support to other women, other families then that was the whole reason why I chose to speak out in the first place.”

Investitures at Windsor Castle
Dame Laura Kenny is made a Dame Commander of the British Empire by the Duke of Cambridge (Jonathan Brady/PA)

Golden couple Dame Laura and Sir Jason have won 12 Olympic cycling gold medals between them and were given the titles for services to the sport.

The cycling stars also revealed that William asked them if Sir Jason, who retired from racing to move into coaching, would now train Dame Laura.

She said: “He asked whether I was carrying on and whether now Jason coaches me, to which obviously I said he didn’t.

“And then he also said he will be at the Commonwealth Games as well which I’m hoping will be my next bike race, and he sent love to our family as well which was nice.”

Sir Jason, 34, added: “He (William) mentioned the fact I have retired and gone into coaching and said Laura had mentioned that I did not coach her.

“I just said ‘she doesn’t listen to me anyway’.”

Investitures at Windsor Castle
Sir Jason Kenny is made a Knight Bachelor by the Duke of Cambridge (Jonathan Brady/PA)

Reflecting on the ceremony, Dame Laura said: “Personally I find it so nerve-wracking, I think because there is a protocol to it, it scares me that I’m going to do something wrong.

“I did actually tell Prince William that too that I felt really very nervous.

“But it has been lovely.

“Obviously to have the opportunity to come to something so grand, that obviously doesn’t happen for very many people, so it’s brilliant and to be able to do it together has been lovely.”