The former Sarah Ferguson, widely known by her nickname "Fergie", said she wants to live in the ultra-chic ski resort village of Verbier, in the Canton of Valais, where she has been a frequent visitor.
"I want to officially become a Valaisian resident," she told the paper.
"The administrative process is ongoing."
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She explained that she "discovered" Verbier as a 16-year-old, when her mother brought her to the Southern Swiss village for a holiday, and has regularly returned for family vacations since.
Sarah co-owns a chalet in the village with her ex-husband, Queen Elizabeth's second son from whom she divorced in 1996.
Britain's Embassy in Switzerland declined to comment on the duchess's attempt to establish Swiss residency.