Meghan spoke to the US host about stepping into life as a royal, addressed rumours of a rift with her sister-in-law, the Duchess of Cambridge, and talked about handling life under intense public pressure.
WATCH: HELLO! Insider: Harry and Meghan's Oprah Interview
The two were then joined by Prince Harry as they spoke frankly about why they made the decision to step back from royal duties, his relationship with members of the royal family and their hopes for their new life in the US.
The couple also revealed they're expecting a baby girl this summer.
Meghan addresses rumour of a rift with the Duchess of Cambridge
The Duchess of Sussex told Oprah Winfrey she did not make the Duchess of Cambridge cry ahead of her wedding, but the "reverse happened" and Kate made her cry.
Meghan addressed rumours of a rift with Kate in the Oprah interview
Meghan said she did not want to be "disparaging to anyone" and claimed Kate apologised with flowers and a note "to take accountability".
It was not a "confrontation" and it would not be "fair" to Kate to go into detail, she said, adding it was "hard to get over" being blamed for something she did not do.
"Were you silent or were you silenced?"
When Oprah asked Meghan if she was "silent or silenced?" Meghan said: "The latter" and she added that "nothing is like what it looks like" in the royal family.
Meghan on her relationship with the Queen
Her Majesty was one of the first members of the royal family that Meghan met when she was dating Harry, however the Duchess revealed that she had known Harry's cousin, Princess Eugenie beforehand.
The Queen and Meghan's joint engagement in 2018
Meghan revealed that she hadn't realised she would have to curtsey to the Queen in private until Harry informed her in the car on the way to their meeting.
As she had previously explained in the couple's engagement interview in 2017, Meghan explained she had known very little about the royal family and didn't know what the "day-to-day" of being a royal entailed.
Later in the interview, the Duchess said that the Queen has always been "warm and inviting". Meghan revealed that the monarch gifted her a pair of pearl earrings and a necklace on their first joint engagement to Cheshire in 2018.
Meghan on her pregnancy with Archie
Meghan revealed that the institution decided that Archie wouldn't be a Prince, and as such wouldn't receive security.
The Duchess expressed her shock at "the idea of our son not being safe", and the idea of the first member of colour in this family, not being titled in the same way as other grandchildren.
Harry and Meghan with their son Archie, pictured in 2019
The Duchess of Sussex told Oprah when she was pregnant with her eldest child there were "concerns and conversations about how dark his skin might be when he's born".
A stunned Oprah asked "who is having that conversation?" When pressed by the US chat show host on who had those conversations, Meghan said: "I think that would be very damaging to them".
Meghan reveals she had suicidal thoughts
Speaking about her time as a royal, the Duchess said she had got to the stage where she "just didn't want to be alive anymore" during her pregnancy with Archie in a heartbreaking revelation.
Meghan revealed that she had asked The Firm to seek professional help but that support was not available to her. She said she later reached out to one of the best friends of the late Diana, Princess of Wales.
If you have been affected by this story and wish to seek help, Samaritans (116 123) operates a 24-hour service available every day of the year. If you prefer to write down how you're feeling, or if you're worried about being overheard on the phone, you can email Samaritans at email@example.com.
The Sussexes spoke frankly about stepping back from royal duties
Harry and Meghan are expecting a baby girl
The Duke and Duchess revealed they're expecting a baby girl this summer. The couple added that they wouldn't be having more than two children.
Harry and Meghan on stepping back from royal duties
When asked by Oprah if he had blindsided his grandmother with their announcement to step back from royal duties, Harry replied: "I would never blindside my grandmother, I have too much respect for her".
Asked by Oprah why they left, he blamed a "lack of support and lack of understanding".
The Duke also said that his father, the Prince of Wales, had stopped taking his phone calls during the lead-up to their announcement about stepping back as senior royals.
Harry spoke about his relationship with his father Prince Charles
When Oprah asked Harry how they were getting along now, the Duke said there was "a lot to work through," adding that he feels "really left down" since they have been through something similar.
Nonetheless, the Duke went on to say that he will "always love him" and will continue to make healing their relationship "a priority", while referring to Charles' role as Archie's grandfather.
When asked if it were not for Meghan, would he have made the decision to leave royal life behind? Harry said that he "felt trapped" but didn't know he was trapped.
The Duke also revealed that the royal family had cut him off financially in the first quarter of 2020, and that he and Meghan had looked at new opportunities to be able to fund security. He added that the money his mother left him had also been hugely helpful.
Harry's relationship with Prince William
The Duke of Sussex told Oprah that he "loves William to bits" and that they had been "through hell together" but he repeated his previous comments about them being "on different paths".
Archie made an appearance
The Sussexes' one-year-old son made a brief appearance during the interview, with the programme showing footage of the tot playing with his dad on the beach.
Meghan revealed that her son's current favourite word is "hydrate," while Harry revealed Archie always told everyone to "drive safe" when leaving the house.
Harry and Meghan carried out their final royal duties in March 2020
Do Harry and Meghan have any regrets?
When Oprah asked if the couple had any regrets, Meghan said that her "regret is believing them when they said I would be protected".
The Duke said that their made the decision to step back from royal life because of a "lack of support and understanding".
Harry said that "without question" that Meghan "saved" him, but his wife disagreed and said that Harry "saved all of us," and made a decision that "certainly saved my life and saved all of us".
WHERE TO WATCH: In the US, the show was broadcast on Sunday evening on CBS. In the UK, CBS Presents Oprah with Meghan and Harry will be broadcast on Monday night at 9pm on ITV, and on ITV hub.
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