Prince William and Kate during a visit to a school in east London (Image: GETTY)
Prince Harry also spoke about his relationship with his brother, saying it is one "of space, at the moment."
He said: "I love William to bits. He's my brother. We've been through hell together.
"I mean, we have a shared experience. But we... you know, we're on... we're on different paths."
During their groundbreaking interview, Meghan also claimed that, while the Duchess was pregnant, there had been "concerns" over the colour of her baby's skin.
These discussions, she said, were held in tandem with ones regarding his title and entitlement to security.