Bear: It was Lara who christened me Bear, when she came to the hospital the day after I was born. My parents had chosen the name Edward, but Bear stuck — it even survived sergeant majors when I was in the army. Mum had suffered four miscarriages before I arrived. Lara is eight years older than me, so I more or less grew up as her toy.

We lived on the Isle of Wight, where Dad [Sir Michael Grylls] was the Conservative MP. Mum was busy being an MP’s wife and happy to let Lara look after me. She paraded me like a monkey in front of her friends, and did masses of hands-on stuff like changing nappies. But then as I got older, she’d want me to bark like a seal for her pals, or she’d bribe me with 5p to eat an entire packet of raw bacon.

I expect Freud would have a field day analysing how I ended up doing this kind of work. Lara’s brilliant fun, but I’m sure I started climbing when I was young just to get away from being bullied by her. She was very full on. Growing up with her was a mix of loving her fantastic enthusiasm and longing to escape to my own little sanctuary.

I craved peace and quiet, and when I was six I started building tree houses — somewhere I could go by myself. The Isle of Wight was a magical place to grow up, even in winter. And summers were like living in a holiday camp. It was a very outdoorsy life. Dad had been in the Royal Marines and he took me walking and climbing. It wasn’t that I enjoyed being cold and scared, just that I loved hanging out with him. Lara did too, and even now she’s a fantastic all-weather swimmer.

Lara went to North Foreland Lodge School on the mainland, and I remember being six and dropping her off at the beginning of term. In the holidays her girlfriends took turns to mother me, teaching me their wicked ways. Lara was quite wild at school because she had so many other things she wanted to do, and by the time I was 8 I was embarrassed by my 16-year-old sister with her purple clothes, multicoloured nails and mad hair. She was a product of the 1980s and in some ways she hasn’t moved on. We all love her for that. She wasn’t academic, but she was hugely popular. She’s still best friends with some of the girls from school, and her best friends are my best friends — part of our big extended family.

When I was an awkward, shy teenager Lara’s boyfriends would come with her to visit me at school, bringing forbidden cigarettes and cool jackets. One time, before a school play, Lara persuaded me to shave off my hair. The headmaster called me a “troublesome egg”.

When I left school I lived with Lara in Fulham for a year, running self-defence classes to earn a bit of money. Then I joined the army.

I knew Lara would do well. She left school at 17 to work in London for smart PR companies. Then after a couple of years she reckoned she could do it better herself and set up an interior-design PR agency. She often got into a muddle with finances, but her clients loved her, and she built up a successful business that she ran for 20 years before selling it a couple of years ago. Now, between being a fabulous wife, mother to three children and looking after four dogs, she’s a qualified tennis coach — one of the few cardio-tennis specialists in the north of England. James, her husband, is quite traditional and

I expect he’d love Lara to be home more, baking cakes instead of burning the roast on Sundays. But then our mother was a hopeless housekeeper. We grew up in an untidy house, with little thought for health and safety. If we were hungry, we’d sometimes retrieve chops that had been thrown in the bin the previous day, wipe them off and declare them perfectly fine. These days I appreciate a calm and tidy environment — especially after I’ve been off in mud holes, digging latrines and living rough for one of my TV programmes. Shara, my wife, is cosier and more organised than Lara. We live on a boat in London, but we also own a tiny island off the Welsh coast. It’s a great place for summer holidays, and our families love getting together there. We’ve no mains electricity and we have to collect rainwater on the roof. Lara’s in her element there, diving off the rocks into the sea with her kids.

For all my sister’s spirit, she gave me a hard time after I left the army and wanted to climb Everest when I was 23. “I can’t believe you’re doing it,” she said. “It’s so selfish. There’s a one-in-six chance of you dying.” Emotionally, it was hard, but as soon as I got back from a successful climb, she was back to the old Lara again with: “Hey, that’s my brother!”

I tend not to tell her a huge amount about anything dangerous I’m doing. But we’re incredibly close, even more so since Dad died so suddenly in 2001. At least he saw two of Lara’s children, and he was a wonderful grandfather. My greatest sadness is he never knew my three boys. Mum still lives on the Isle of Wight. It’s been quite tough on Lara. and I text her from wherever I am. Three or four times a year I have to go, kicking and screaming, on press trips in America. My show, Man Vs Wild, is the No 1 cable programme in the States, so I can’t go anywhere without bodyguards. Lara’s ecstatic when I tell her I’ve met Posh or some celebrity, but I can’t stand all that. I count the hours till I can get home to Shara and our boys. In December I’m taking Lara on a press trip to New York and Los Angeles so that she can share the madness — and deflect some of the heat from me. She’ll love the glitz and glamour.

To me, she’s the most gorgeous sister and friend. On her wedding day, when I was 22 and just out of the army, I took her husband, James, to one side and said: “Look after her — or I’ll kill you!”

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