The former Suits actress continued: "I really tried to adopt this British sensibility of a ‘stiff upper lip.’ I really tried, but I think that what that does internally is probably really damaging."
A Royal nickname isn't the only revelation to come from Meghan Markle and Prince Harry's new emotionally-charged ITV documentary.
In the new documentary - filmed during the royal's tour of Africa - the Duke of Sussex has made it very clear that all the negative attention from the British tabloids has put him and the Duchess of Sussex in a fragile place.
Speaking with ITV's Tom Bradby about his mental health in the doco, the Prince said: "It’s management. It’s constant management.
"I thought I was out of the woods and then suddenly it all came back and I suddenly realized, ‘Actually this is something that I have to manage.’"
In the documentary, Harry also admitted that the rift between himself and his brother and sister-in-law - Kate Middleton - were true.
"Part of this role, part of this job and this family being under the pressure it is under, inevitably stuff happens," Harry began.
Harry continued: "But look, we are brothers, we will always be brothers. We are certainly on different paths at the moment but I will always be there for him and, as I know, he will always be there for me.
"We don’t see as much as we used to because we are so busy but I love him dearly and the majority of stuff is created out of nothing.
"As brothers, you have good days, you have bad days."