The princess handwrote the note, which was on Kensington Palace headed paper, to the disgraced former 'Top of the Pops' host - who was revealed to be responsible for numerous serious sexual assaults after his death in 2011 at the age of 84 -on 30 October 1987, and in her message she thanked him for "caring" and showing his support to her.
Signed 'Diana', the one-page message read: "Dear Jimmy, You were a real star to have taken the trouble to telephone me on Friday—your support means a lot to me and I promise to do my best in Germany and hopefully the media will be good to us, who knows!
"Thanks for caring, Jimmy, and for your telephone call!"
The letter, which is described as in "very fine condition", is up for sale with RR Auction, and bidding currently stands at $2,205, with several hours still left on the clock.
The auction house provided some context as to why Diana - who died in a car crash in 1997 - had written to Jimmy.
The listing for the note stated: "By 1987, marital issues between Diana and Charles had begun to circulate in the media.
"After Diana had missed a family holiday to Balmoral and then hadn’t appeared at a wedding with the rest of the Royal family, Sir Jimmy Savile called her to discuss these absences and the prospect of problems with her and Charles's upcoming trip to Germany.
"Thankful of Savile’s support, Diana conveyed optimism through her letter, noting that 'she'd try her best in Germany,' but likewise expressed anxiety toward the press, hoping the 'media will be kind to us.' "
To view the letter or make a bid, visit https://www.rrauction.com/auctions/lot-detail/347662306700185-princess-diana-autograph-letter-signed-to-sir-jimmy-savile/?cat=0
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