The 61-year-old understands, probably more than most, what it feels like to pour your heart out to the TV star after having her own sit down with Oprah following her 1996 divorce from Prince Andrew.
In a new interview with The Telegraph, Sarah diplomatically touched upon Harry and Meghan's appearance that sent shockwaves across the world back in March.
WATCH: Meghan Markle's explosive sit down with Oprah Winfrey
"All I want to say on this is that Oprah helped me greatly when I went to the US and was interviewed by her. I’m a great supporter of Oprah and everything that she does," Sarah said when quizzed about Harry and Meghan's chat.
When asked if there is any advice she could impart on the couple, Sarah said: "I wouldn’t presume to give advice to Harry and Meghan, except to say to be happy."
Earlier this month it was announced that Oprah With Meghan and Harry: A CBS Primetime Special has been nominated for an Emmy.
Meghan shocked fans with her accusations against the royal family
The special, which first aired in the U.S. on 7 March, and 24 hours later in the UK via ITV, was nominated in the Outstanding Hosted Nonfiction Series Or Special category alongside four other nominees, which includes David Letterman's Netflix talk show and Stanley Tucci: Searching for Italy.
Oprah's 110-minute interview attracted more than 17 million viewers in the US and 11 million users in the UK. It was later distributed internationally to dozens of markets and was watched by a whopping 61 million around the world.
During the sit-down, which took place in an undisclosed location in Los Angeles, the pair opened up about the difficulties they faced during their time as senior royals, their lives in LA, and expecting their second child.
Sarah had her own sit-down with Oprah following her 1996 divorce
One of the biggest revelations of the night was when the Duchess revealed that Prince Harry told her about a conversation with a family member where there were "concerns" over Archie's skin tone when he was born.
She said: "There was a conversation with Harry about [Archie's skin colour] - what that would mean." She didn't say who was behind the conversation, adding: "I think that would be very damaging to them... but those were conversations the family had with him. It was really hard to see those as compartmentalised conversations."
Prince William was asked about these accusations days later at an engagement. "We are very much not a racist family," he told the royal reporters.
Make sure you never miss a ROYAL story! Sign up to our newsletter to get all of our celebrity, royal and lifestyle news delivered directly to your inbox.