The Duchess of Sussex said her British friends warned her not to marry Prince Harry and that the past year as a member of the royal family has been "hard".
Meghan said she had tried to cope with the pressures of her new life since her wedding in May 2018, by putting on a "stiff upper lip" but she was not prepared for the intensity of tabloid interest.
She told ITV documentary Harry & Meghan: An African Journey: "It's hard.
"I don't think anybody could understand that, but in all fairness I had no idea, which probably sounds difficult to understand ... but when I first met my now-husband my friends were really happy because I was so happy, but my British friends said to me, 'I'm sure he's great but you shouldn't do it because the British tabloids will destroy your life'."
Meghan, 38, said that, as an American, she "very naively" thought this did not make any sense, adding: "I'm not in tabloids. I didn't get it, so it's been complicated."
The couple have faced mounting criticism after reportedly taking four private jet journeys in 11 days this summer, rather than opting for commercial flights, despite speaking out on environmental issues.
Singer Sir Elton John said he provided the couple and their baby son Archie with a private flight to "maintain a high level of much-needed protection".
He also hit back at what he called "these relentless and untrue assassinations on their character".
Meghan is suing the Mail on Sunday over a breach of privacy after it published a private letter between her and her estranged father.
Harry has also begun legal action at the High Court in relation to the alleged illegal interception of voicemail messages by Sun, News of the World and Daily Mirror journalists.
During the couple's recent southern Africa tour, journalist Tom Brady also asked Meghan if she could continue to cope with the pressure and what would happen if she could not.
She told him: "In all honesty I have said for a long time to H - that is what I call him - it's not enough to just survive something, that's not the point of life. You have got to thrive. You have got to feel happy, and I think I really tried to adopt this British sensibility of a stiff upper lip.
"I tried, I really tried, but I think what that does internally is probably really damaging, and the biggest thing that I know is that I never thought this would be easy but I thought it would be fair, and that is the part that is hard to reconcile but (I) just take each day as it comes."
Bradby pointed out that her position of privilege, wealth and fame comes with scrutiny.
Meghan responded: "When people are saying things that are just untrue, and they are being told they are untrue but they are allowed to still say them, I don't know anybody in the world who would feel that's OK and that is different from just scrutiny.
"I think the grass is always greener. You have no idea. It is really hard to understand what it's like.
"The good thing is that I have got my baby and I have got my husband and they are the best."