Typed on cream Kensington Palace headed paper, the hand-signed note was sent to humanitarian campaigner Dilys Cheetham on August 11, 1997, just three weeks before the princess died.
Diana, who had just returned from a three-day visit to Bosnia as part of her campaign against landmines, wrote she had been "deeply moved by the experience".
She said it had hardened her "resolve to ensure the world does not forget that those who have been so needlessly maimed by these terrible weapons will need care and support for many years to come".
The princess was killed on August 31, 1997 in a car crash in Paris.
Ms Cheetham, from Richmond, North Yorkshire, who died in 2006, originally sold the letter at a charity auction to raise money for landmine victims.
The note, which went on sale at Fellows Auctions in Birmingham, was bought for £2976, including buyer's premium and VAT.
Mark Huddleston, head of antiques at Fellows, described it as an incredibly important letter in terms of modern history.
"The letter is moving not only because of its heartfelt message but also because it would have been the last ever written by her," he said.