The royal, who has previously said the “toxic” British press prompted him to “get my family out of there”, opens up about his mother Princess Diana in a preview clip released by CBS on Sunday.
“My biggest fear was history repeating itself,” says Harry, who has blamed media harassment for his mother’s death.
In a second clip, he adds: “I’m just really relieved and happy to be sitting here talking to you with my wife by my side because I can’t begin to imagine what it must have been like for her [Diana] going through this process by herself all those years ago. Because it's been unbelievably tough for the two of us but at least we have each other.”
In another part of the interview, Oprah asks whether there had been a “breaking point” and appears to refer to a comment by Meghan about royal life being “almost unsurvivable”.
Watch: Prince Harry opens up about Princess Diana’s death in exclusive interview with Oprah
In a pointed nod to tensions within the royal family, Oprah opened one of the teaser clips asking Meghan, “were you silent, or were you silenced?”
The teaser ended with the host saying the couple had said “some pretty shocking things”.
The veteran interviewer said in the teaser that no subject was off limits in the 90-minute conversation, which is scheduled to air on CBS at 8pm on 7 March.
Her friend and CBS colleague, Gayle King, said on Friday that it was the best interview Oprah has ever done. It came after reports that parts may have to be re-edited or re-shot due to the hospitalization of Prince Phillip.
In a statement announcing the interview, CBS said Oprah would speak to Meghan about everything from stepping into life as a Royal, marriage, and motherhood, philanthropic work to how she is handling life under intense public pressure.
“Later, the two are joined by Prince Harry as they speak about their move to the United States and their future hopes and dreams for their expanding family,” the statement said.
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Watch: A look at the romance between Prince Harry And Meghan Markle