William Pitt and his older brother John, the 2nd Earl of Chatham, may have had their ups and downs, especially after the very perplexing situation of late 1794, but they genuinely loved one another. Evidence of this bond can be seen in two surviving letters William wrote to Lord Chatham after their sister Lady Harriot Eliot died. Chatham was with their mother Hester, the Dowager Countess of Chatham, at Burton Pynsent, and William was with his brother in-law Edward James Eliot at Downing Street. William was burying his grief by transacting government business, and Eliot was understandably grief-stricken over the loss of his wife.
Pitt wrote to his brother John, Lord Chatham on Sept 29th 1786, four days after Lady Harriot's death, to apprise him of the impending funeral:
“My dear Brother,
I have flattered myself with the hopes of hearing from you to day, as the Post could hardly bring much later news than the Messenger yesterday. Tomorrow I trust will more than confirm the tolerably good Account you were then enabled to send me. We go on here quite as Well as I could expect; and for myself It has certainly in the Effect been an Advantage to have been obliged to attend to some Objects of Business which could not bear delay. Eliot certainly mends, tho slowly. He expressed a Wish to day of attempting to write to my Mother, but I dissuaded it for the present, as thinking it too soon for Both. The distance would not yet allow of our hearing from his Brother, but I think He may possibly be here tomorrow, and I dare say not later than Monday, so that I am in hopes of being able to set out on Tuesday or Wednesday. The sad concluding Ceremony is to take Place on Monday. My kind Love to all. Ever Your most affectionate Brother, W. Pitt." 
Later that same day, Pitt wrote to his brother again after receiving a letter from him:
“My dear Brother,
I will not omit writing both to tell You the Comfort I had from your second Letter which arrived this morning, and to have the Satisfaction of adding that Eliot is more recovered since yesterday. I trust We shall neither of Us miss any Post till We meet, for I know how anxious my Mother will be to hear of us from day to day, and I am sure I shall not be less so to receive a constant Account of Her, and of you all. There would be no use in attempting to add any Thing more at this moment, for without expressing that our Feelings are all the same. Adieu. Yr most affectionate Brother, W. Pitt." 
This is the last of this particular chain of letters, but the brotherly bond and depth of affection is unmistakeable.
1. William Pitt to his brother John, second Earl of Chatham. September 29, 1786. The National Archives, Chatham Papers: PRO 30/8/101, f. 109.
2.William Pitt to his brother John, second Earl of Chatham. September 29, 1786.The National Archives, Chatham Papers: PRO 30/8/101, f. 111.