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, 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."
The remarks come after the Duke and Duchess of Sussex shocked the world - and blindsided Buckingham Palace - by launching legal action against the Mail on Sunday, after the outlet published letters sent to Thomas Markle by his daughter.
"Look, part of this job and part of any job, like everybody, means putting on a brave face and turning a cheek to a lot of the stuff. But again, for me and for my wife, of course, there’s a lot of stuff that hurts — especially when the majority of it is untrue,” Harry said of the negative press.
"But all we need to do is focus on being real, focus on being the people we are and standing up for what we believe in. I will not be bullied into carrying a game that killed my mum."