"Listen, weirdly we've all been there before - we've all had excessive intrusion and attention in our lives. And we've all dealt with it in slightly different ways, and listen, we wish them the very best of luck. It's a really hard decision," Edward tells CNN's Max Foster in an interview during which he also reflected on the Duke of Edinburgh's legacy on what would have been his 100th birthday.
WATCH: Prince Edward reveals gorgeous Moroccan decor inside home
He later added: "It's difficult for everyone but that's families for you."
The father-of-two then spoke about his mother, the Queen, and revealed how she is coping two months after Prince Philip's death.
Prince Edward also spoke about Prince Philip's funeral
"She's actually doing remarkably well," he said.
"I think that it was a fantastic partnership, but over the last couple of weeks, life has got considerably busier. Things are beginning to open up more, there are more activities so weirdly that sort of fills any particular void," he added.
Prince Edward's interview was done on the eve of what would have been Prince Philip's birthday and on the same day that the Queen paid tribute to her late husband by revealing that a newly-bred rose named after him had been planted at Windsor Castle.
The royal has said the Queen is doing 'remarkably well'
The monarch, 95, described the Duke of Edinburgh rose, which is deep pink, dappled with white lines and double-flowered, as "lovely" and the tribute as "very kind".
The Queen received the poignant gift from the Royal Horticultural Society and watched it being planted in the Windsor Castle gardens last week to commemorate Prince Philip's centenary on Thursday.