The former England and Manchester United footballer said: "He's gone through different stages in his life that my kids are going to be going towards.
"So to get some of his experiences is very rewarding for me and very educational in many ways."
Prince Harry told the BBC: "It is very easy for someone to look at someone like Rio Ferdinand and say, 'You get paid all the money in the world, you are a successful footballer, you have fast cars.' But at the end of the day his wife was snatched from him at an early stage of his life with her.
"So of course he is going to suffer, it doesn't matter if he has an amazing job."