Prince William and Prince Harry lost a family member … because one of their cousins was found dead in England … and there was a gun nearby.

Rosie Roche, the grandchild of Princess Diana‘s uncle, was found dead at her family home in Norton on July 14 … according to The Sun.

William and Harry’s cousin was reportedly found by her mother and sister … and there was a firearm recovered near her body. She was said to have been packing for an upcoming trip with her friends.

It sounds like cops believe Rosie may have taken her own life … because coroner Grant Davies told the Sun police “deemed the death as non-suspicious … there was no third-party involvement.”

Rosie was a student at Durham University and was reportedly pursuing a degree in English Literature. The Yorkshire Post published an obituary Friday, saying she was an “incredible sister” to her two siblings. The obit said the family will have a private funeral and memorial service.

She was only 20.

RIP