Pippa (R) and James (L) Middleton, the sister and brother of Britain's Catherine, Duchess of Cambridge
Pippa (R) and James (L) Middleton, the sister and brother of Britain's Catherine, Duchess of Cambridge, watch the women's singles tennis match between Angelique Kerber of Germany and Heather Watson of Britain at the Wimbledon Tennis Championships, in centre court, London June 26, 2014. Reuters/Max Rossi

Kate Middleton's brother James Middleton opened up on his private life in a rare interview about his relationship with the Duchess of Cambridge and his sister Pippa. He also shared his reaction when he learned that Kate and Prince William were dating.

James revealed to the Daily Mail his personal life as a younger brother to Kate and Pippa Middleton. He also talked about his relationship with actress and presenter Donna Air, as well as his marshmallow company.

James said in his interview how he tried to live up to Kate and Pippa. "It's always been, whether at school or now, that I am Pippa and Catherine's little brother. It's probably going to be the story of my life. [But] I am James Middleton. I am very proud to be 'the little brother of…' but, equally, they are proud that I am who I am."

Although he did not share the same limelight as his sisters, he confirmed his closeness to them. "I have always joked that I have three mothers," he said.

"I couldn’t get away with anything as a kid. Whether I got a bad mark at prep school or was told off by somebody, it would always end up getting back to my parents," he shared, referring to his parents, Carole and Michael Middleton.

James recalled the lengths he took to protect his eldest sister when she started dating Prince William. "I used to be first up in the morning to make sure I could get to the papers and rip out any stories about my sister, so nobody would see them and there would be no conversations about them."

He pointed out that Kate and Prince William's relationship did not progress fast in the beginning. "It was a gradual progression. Of course, there was a sense of... 'Oh my God, things are changing,'" he said. He was also puzzled why so many people were interested in their family.

"As a family, I don't think there is any particular 'policy' on [handling it]. But I suppose it's about respect, respecting the position we are in. It's making sure you don't overstep the mark. These aren't rules that are written out. It is a general understanding. The fact that you get times when [our lives are] broadcast to everybody brings us closer together," he said.

James confirmed that he and his girlfriend Donna, whom he separated with for four months after almost four years of dating, are back together. "Yes, it is. I can't say everything that is happening with us. We are thinking about where we are going next. I love Donna very much and [her daughter] Freya is very much part of Donna, and I love them both equally. It's not 'Donna' and 'Oh, she has a child.' That's not how I've ever seen it...Marriage is absolutely not something I'm scared of [but it] isn't necessarily the be all and end all."

On rumours about his business, James admitted that he hated reports that gave a false picture of the company's actual position. He pointed out that the stories were misguided information, saying journalists write a business review based on accounts they saw.

James owned Boomf that was reported to have lost £930,010 (AU$1.4 million) last year. Boomf delivered personalised marshmallows with photos. It positions itself as an alternative to flowers and chocolate delivery service.