"I felt trapped and so are my family," Harry told the TV icon. "My father and brother are trapped in the system like the rest of my family are. They don’t get to leave. I have huge compassion for that."
The former duke went on to explain at first he "didn't know (he) was trapped" and credited his wife for allowing him to escape the monarchy.
"If it were not for Meghan, I wouldn’t have been able to leave." he confessed.
In the interview, Meghan has already revealed that Kate Middleton once made her cry, that the palace was worried about the colour of Archie's skin, and opened up about her harrowing mental health ordeal.
But perhaps the biggest revelation so far has involved the former Duke and Duchess' second baby.
The loved-up couple decided to use the interview to announce their baby's sex.
It was Harry who dropped the gender reveal, simply stating "It's a girl!!" A fitting announcement for International Women's Day.
"Grateful, having any child, any one or a two would have been amazing, but to have a boy and then a girl . . . now we've got our family and we've got four of us," the royal added.
The couple, however, confessed that their daughter will be the final child for the two of them. "Two is it," Prince Harry put simply.