It was before an event at the Royal Albert Hall that Meghan finally revealed her feelings to Harry.
"We had to go to this event at the Royal Albert Hall after I told Harry I didn't want to be alive anymore," the mum-of-one recalled.
"In the pictures, I see how tightly his knuckles are gripped around mine.
"We are smiling, doing our job. In the Royal Box, when the lights went off, I was just weeping."
Meghan then made the heartbreaking revelation that she contemplated suicide.
"I thought it would solve everything for everyone," she confessed.
The former Suits star then attempted to seek help from the institution, but was turned away.
"'There is nothing we can do to help you because you are not a paid member of the institution,'" Meghan recalled them saying.
She also alleges that a senior palace person refused to allow her access to treatment as it wouldn't look good for the family.
"I went to one of the most senior people to get help," said Meghan. "I was told I couldn't because it wouldn't be good for the institution."
This is one of many distressing revelations that have come out during Meghan's interview with Oprah.
Meghan also spoke out against the racism she faced regarding the Firm, who were concerned over the colour of Archie's skin.
She told the talk show queen that Palace officials informed her that Archie would not have a title, and there were "concerns and conversations about how dark his skin would be when he's born."
When Oprah asked her to elaborate, Meghan said, "That was relayed to me from Harry from conversations that family had with him."
Meghan did not out the person who commented on Archie's skin because it would be damaging for them.
In 2019, Meghan attempted to voice her mental health battle to the public in an ITV documentary about the royal tour of Africa.
She expressed in an interview with broadcaster Tom Bradby that she was feeling vulnerable and infamously thanked him for asking her if she was "okay."
She told the broadcaster, "Look, any woman, especially when they are pregnant, you're really vulnerable, and so that was made really challenging, and then when you have a newborn - you know... And especially as a woman, it's a lot. So you add this on top of just trying to be a new mum or trying to be a newlywed..."
She added, "And, also, thank you for asking, because not many people have asked if I'm okay. But it's a very real thing to be going through behind the scenes."
When Tom pressed Meghan further by asking, "And the answer is, would it be fair to say, not really okay, as in it's really been a struggle?" to which the Duchess said, "Yes".
NOTE: When Meghan references "The Firm", this is presumably those who run the administrative side of the royal family. That includes private secretaries, equerries and senior staff who control logistics and protocol.
Evidently, this interview with Oprah is not the first time the public has heard Meghan express the state of her mental health.
Stay updated with all the latest news from the bombshell interview here.