In the 60-minute interview, the Duchess of Sussex accused a senior royal of racism and said she had been refused help for her mental health.
It was later clarified that the unnamed royal was not the Queen or her husband.
It remains unclear whether the duchess will return to the UK for Prince Philip’s funeral as she is heavily pregnant with the couple’s second child.
However, a source close to Harry told the Daily Mail they believe he will do his “utmost to get back to the UK and be with his family.”
“He will want nothing more than to be there for his family, and particularly his grandmother, during this awful time,” they said.
Buckingham Palace released a statement issued by Her Majesty on Friday at midday confirming the duke’s death.
“It is with deep sorrow that Her Majesty The Queen has announced the death of her beloved husband, His Royal Highness The Prince Philip, Duke of Edinburgh,” the statement read.
“His Royal Highness passed away peacefully this morning at Windsor Castle.
“Further announcements will made in due course.
“The Royal Family join with people around the world in mourning his loss.”
The duke’s death comes after he was discharged from hospital on March 16 after a month-long stay.
He returned to Windsor Castle where he and the Queen had been spending the latest lockdown with a small group of household staff.
The Queen will now enter an eight-day period of mourning and will not carry out any duties.
It is not clear whether her grandson and his wife, Meghan, have spoken to the Royal Family since their interview with Ms Winfrey or how their presence will be received.
Shortly after the sit down interview with Ms Winfrey, the palace released a statement which said allegations of racism would be “addressed by the family privately”.
“The whole family is saddened to learn the full extent of how challenging the last few years have been for Harry and Meghan,” the statement read.
“The issues raised, particularly that of race, are concerning. Whilst some recollections may vary, they are taken very seriously and will be addressed by the family privately.
“Harry, Meghan and Archie will always be much loved family members.”