Joining his wife for the second part of the interview, Prince Harry described the circumstances leading up to them stepping back from the Royal family.
The Duke of Sussex revealed their security detail was removed when they stepped back from being senior members of the family.
Gripping Meghan’s hand, he said: “Their justification was a change in status. I pushed back and said is there a change of threat or risk?
“Eventually, I got the confirmation that no, the risk hasn’t changed but due to our change of status – we would no longer be ‘official’ members of the Royal family.”
Prince Harry said he had worked hard to try to remain a part of the Royal family and considered living in a Commonwealth country like Canada or New Zealand in order to satisfy the Palace.
Asked about the “tipping point” which led the couple to quit the UK, Prince Harry replied: “I was desperate.
“I went to all the places which I thought I should go to, to ask for help – we both did, separately and together.”
Oprah asked: “You left because you were asking for help, and didn’t get it?”
Harry replied: “Yeah. Basically. But we never left.”
Meghan said: “We never left the family.”