She said she had been the victim of "character assassination" and that the pressure drove her to the point of self-harm.
"Look, I was really ashamed to say it at the time and ashamed to have to admit it to Harry especially, because I know how much loss he has suffered, but I knew that if I didn't say it, then I would do it," an emotional Meghan said. "I just didn't want to be alive anymore."
In the wide-ranging interview, which aired on CBS, Meghan also revealed a troubling allegation about the royal family's views about race.
In the months leading up to their son Archie's birth, Meghan said she and Harry were told that royal insiders had expressed "concerns and conversations about how dark his skin might be when he is born."
The revelation floored Winfrey, who responded: "What?"
"There are several conversations," Meghan said, "potentially and what that would mean or look like."
Winfrey pressed Meghan to reveal names, but the duchess declined.
"I think that would be very damaging to them," Meghan said.
Harry confirmed that he was questioned about the skin tone of his son, but he didn't identify who made the remarks or when they were made.
"That conversation I'm never going to share. But at the time, it was awkward, I was a bit shocked," he said. "I'm not comfortable sharing it."
Buckingham Palace, along with Kensington Palace where Prince William is based, did not immediately responded to requests to comment on the interview.
On Monday, Winfrey told CBS This Morning show that Prince Harry did not share with her the identity of the person or people who were part of conversations about Archie's skin color.
But she added the duke wanted her to know that it "was not his grandmother nor his grandfather,” referring to Queen Elizabeth II and Prince Philip.
Winfrey also said that there were about two hours of the interview that did not make it to air.
In Sunday's interview, Meghan revealed that she was brought to tears before her wedding in a disagreement with her sister-in-law Kate, the Duchess of Cambridge.
Months after the wedding, tabloid headlines accused Meghan of bickering with Kate over flower girl dresses, which were reported to have brought Kate to tears. Meghan confirmed that there was a disagreement but insisted that she was the one crying.
"It made me cry, and it really hurt my feelings," Meghan said.
Kate apologized and even sent flowers, putting the issue to rest, said Meghan, who declined to explain more about disagreement.
"It wasn't a confrontation," she said. "I don't think it's fair to her to get into the details of that because she apologized. And I've forgiven her. What was hard to get over was being blamed for something that not only I didn't do it, but that happened to me."
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Both Harry and Meghan denied that they blindsided the royal family with their move to dial back their royal duties.
Harry said he had multiple conversations with the Queen and Prince Charles, his grandmother and father, about how the decision would be announced. At one point during the extended talks, Charles "stopped taking my calls," Harry said.
"I took matters into my own hands," Harry said of the royal departure. "I need to do this for my family. This is not a surprise to anybody. It's really sad that it's got to this point. But I got to do something for my own mental health, for my wife's and for Archie's, as well."
Meghan thanked her husband for making the final decision to take them away from the center of royal life.
"You made a decision that saved, certainly saved my life, and saved all of us," she said.
Harry said the detachment has affected his ties with loved ones in different ways.
He said he and his grandmother, the queen, chatted regularly throughout the pandemic in 2020. She has even shared Zoom calls with her great-grandson Archie.
"My grandmother and I have a really good relationship," he said.
But when Winfrey asked Harry about relations with his father, the future king, he froze and took several seconds to compose himself. He hinted that they're at an awkward point, if even on speaking terms.
"There's a lot to work through that," Harry said. "I feel really let down, because he's been through something similar. He knows what pain feels like, and Archie is his grandson. But at the same time, of course, I will always love him, but there's a lot of hurt that's happened and, I will continue to make it one of my priorities to try to heal that relationship."
And with his brother, Prince William, another possible future king, the connection seemed to be only slightly less icy.
"The relationship is space at the moment," Harry said. "Time heals all things hopefully."
The family member who loomed large throughout the conversation was Harry's mother, Princess Diana, who died in a car crash in Paris in 1997 when he was two weeks short of his 13th birthday. Diana, too, had divorced herself from the royal family, and Harry's departure has drawn comparisons.
"I think she would feel very angry with how this has panned out and very sad," he said. "But ultimately, all she'd ever want was for us to be happy."
Winfrey said no subject was off-limits in the interview, which has generated headlines around the world and was as hotly anticipated as the interview between Diana and BBC journalist Martin Bashir in 1995.
Royal interviews are historically rare, and the family is scrupulously guarded in what they reveal to the public, but Diana shared intimate details about her marriage to Prince Charles.
Meanwhile, the royal family tried to maintain a semblance of normality. The queen delivered a televised message to mark Commonwealth Day hours before the interview with Winfrey.
In a separate interview last month, Harry, who is sixth in line to the throne, told the television host James Corden that Britain's "toxic" media coverage was destroying his mental health and that it was one of the reasons he stepped back from his life as a senior royal.
The couple have pushed back against media coverage. Meghan last month won a privacy lawsuit against a British media company, which published parts of a letter she wrote to her estranged father, Thomas Markle. However, the coverage intensified throughout the week as anticipation for the interview grew.
They announced in January 2020 that they were "stepping back" from their roles as senior members of the royal family, a decision they confirmed last month. Harry and Meghan announced on Valentine's Day that they are expecting their second child.
Harry, meanwhile, is expected to return to the U.K. in July for the unveiling of a statue of Diana.