In the new video, Meghan can be heard speaking for the first time, and tells the chat show host she is not afraid of the consequences of speaking out in the interview, admitting "a lot… has already been lost".
In the 30-second clip, Oprah is seen asking the Duchess: "How do you feel about the Palace hearing you speak your truth today?"
WATCH: Meghan Markle tells Oprah: "There's a lot that's been lost already"
She replies: "I don't know how they could expect that, after all of this time, we would still just be silent if there is an active role that The Firm is playing in perpetuating falsehoods about us.
"And, if that comes with risk of losing things, I mean, I … there is a lot that has been lost already."
The video was released early on Thursday morning – just hours after Buckingham Palace confirmed it was launching an investigation into claims that Meghan had bullied former royal staff members.
Harry and Meghan's interview will air in the US on Sunday
The full statement read: "We are clearly very concerned about allegations in The Times following claims made by former staff of The Duke and Duchess of Sussex.
"Accordingly our HR team will look into the circumstances outlined in the article. Members of staff involved at the time, including those who have left the Household, will be invited to participate to see if lessons can be learned.
"The Royal Household has had a Dignity at Work policy in place for a number of years and does not and will not tolerate bullying or harassment in the workplace.
Buckingham Palace has confirmed it is investigating bullying allegations against Meghan
The Times reported on Tuesday that Meghan was the subject of a bullying complaint while living at Kensington Palace with her husband Prince Harry.
Meghan's team said that the royal was "saddened" by the claims, with her spokesperson telling HELLO!: "The duchess is saddened by this latest attack on her character, particularly as someone who has been the target of bullying herself and is deeply committed to supporting those who have experienced pain and trauma.
"She is determined to continue her work building compassion around the world and will keep striving to set an example for doing what is right and doing what is good."
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