William added that he hadn't spoken to his brother yet, "but I plan to."
Buckingham Palace has been rocked by a media frenzy since the explosive interview about the couple's reasons for exiting royal life. It aired in the United States on Sunday and in the United Kingdom on Monday and was watched by millions.
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The couple declined to name the individual who made the alleged comments, but Winfrey later said that Harry had made clear it was neither Queen Elizabeth II, his grandmother, nor her husband, Prince Philip.
Buckingham Palace issued a rare statement late Tuesday addressing the interview and said the family were "saddened" to learn the extent of the challenges faced by the couple.
"The issues raised, particularly that of race, are concerning," the statement said. "While some recollections may vary, they are taken very seriously and will be addressed by the family privately."
The royal commentator Daisy McAndrew told NBC's 'TODAY' show that there may be some "unspoken messages" behind the public engagements.
Referring to William and Kate's visit to the school in London early Thursday, she said: “There’s a contrast there that this young couple are out doing what they’re meant to be doing as working royals."
"I think there are some unspoken messages,” McAndrew added. “That’s not what Harry and Meghan are now doing but that is what they signed up to do.”
Harry and Meghan first stepped back from working royal duties last year.
This final break completes a dramatic journey for the couple, whose fairytale engagement and wedding quickly went off script amid rumors of a brotherly rift and a tabloid onslaught.
The entrance of an American, biracial actress into the heart of a traditional British institution was initially heralded as a potential shift toward greater inclusivity in the country, but was later met with press coverage many deemed racist and highlighted issues some Black Britons say have long existed.
The interview also laid bare some palace tensions.
Harry said at one point that his father had stopped taking his calls.
"I will always love him but there's a lot of hurt that's happened," Harry said.
In the interview, Meghan declined to discuss details but said she was the one in tears after Kate commented on her flower girls' dresses.
Meghan said Kate later apologized and took "accountability" for the disagreement, sending her flowers and a note.