In the two-hour chat, which was shown in the US last night and will air in the UK tonight, Markle revealed that sister-in-law Kate Middleton made her cry as her wedding approached, accused senior figures at the Palace of being concerned about their son Archie's skin colour and admitted that she had suicidal thoughts at her lowest ebb.
Harry, meanwhile, revealed that his father Prince Charles stopped talking to him for a period and explained his reasons for deciding to step back from official duty.
Here, Media Mole recaps the main moments from the interview.
Meghan reflects on her wedding day:"It was like having an out-of body experience. The night before I slept through the night entirely, which in and of itself is a bit of a miracle. We were both really aware that this wasn't our day, this was the day that was planned for the world."
Meghan on her expectations of marrying into the Royal Family:"I went into it naively, because I didn't grow up knowing much about the Royal Family. My mom even said to me a few months ago, 'did Diana ever do an interview?' Obviously now I can say yes, a very famous one, but my mom didn't even know that. I didn't fully understand what the job was. What does it mean to be a working Royal? What do you do? There was no way to understand what the day to day was going to be like. It's very easy to have an image of it that's so far from reality.
"Thank God I hadn't known a lot about the family, thank God I hadn't researched, because I would have been so in my head about it. It's very easy as an American to say 'these are famous people' - this is a completely different ball game."
On the tabloid story that she made Kate Middleton cry: "That was a turning point. The narrative with Kate, which didn't happen, was really really difficult. That's when everything changed really. No, the reverse happened. I don't say that to be disparaging to anyone, because it was a really hard week of the wedding. She was upset about something, but she owned it and apologised. I protected that from ever being out in the world.
"A few days before the wedding, she was upset about flower girl dresses and it made me cry and it hurt my feelings. It wasn't a confrontation. I don't think it's fair to her to go into the details of that because she apologised and I've forgiven her.
"Everyone in the institution knew it wasn't true. I would have hoped she would have wanted it corrected. She's a good person."
Asked if she was silent or silenced, she replied: "The latter. Everyone in my world was given a very clear directive to always say 'no comment'. My friends, my mom and dad... we did. Of course we did. Because it was always through the lens of 'we'll protect you'. I believed that and I think that was really hard to reconcile because it was only once we were married and everything started to worsen that I came to understand that not only was I not being protected, but they were willing to lie to protect other members of the family."
Meghan on The Queen: "The Queen has always been wonderful to me. I just really loved being in her company. She's always been warm and inviting and really welcoming."
On Archie not being a prince: "They were saying they didn't want him to be a prince or princess, which would be different from protocol, and that he wasn't going to receive security. This went on for the last few months of our pregnancy. The argument was if he's not going to be a prince then he doesn't get protection. We're not saying don't make him a prince... we haven't created this monster machine around us, you've allowed that to happen, so our son needs to be safe.
"In those months when I was pregnant, we had in tandem the conversation of he wasn't going to be given security, and also concerns and conversations about how dark his skin might be when he is born. There were several conversations about it. What that would mean and look like."
Asked who had made the comments, she declined to answer, saying: "I think that would be very damaging to them. That was relayed to me from Harry. Those were conversations that he had with family. I wasn't able to follow up with why."
On feeling suicidal: "I was ashamed to say it at the time, I just didn't want to be alive any more. And that was a very real and clear and frightening and constant thought. One of the people I reached out to was one of Diana's best friends. Who else could understand what it's actually like on the inside? My hope from people, in the takeaway from this, is that there's another side and there is life worth living."
Harry on expecting a daughter: "Amazing. Just grateful, to have any child... to have a boy and then a girl, what more can you ask for? We've got a family. The four of us, our two dogs, that's it."
Harry on why he stepped down as a senior Royal: "It was desperate. I went to all the places that I thought I should go to to ask for help. My biggest concern was history repeating itself. What I was seeing was history repeating itself, but far more dangerous - when you have race added in, social media... to receive no help at all and to be told continuously 'this is how it is, we've all been through it'. The UK is my home. So I've got my own relationship with the media that goes back a long way... I asked for calm from the British tabloids, once as a boyfriend, once as a husband, once a father."
On whether the announcement blindsided the Queen: "No, I'd never blindside my grandmother. I have too much respect for her. When we were in Canada, I had three conversations with my grandmother and two conversations with my father, before he stopped taking my calls. I took matters into my own hands, I needed to do this for my family. For my mental health, for my wife's and for Archie's as well, because I could see where this was headed."
Harry on how he felt when Meghan said she felt suicidal: "I had no idea what to do, I wasn't prepared for that. I went to a very dark place myself."
Harry on a lack of support: "It's a very trapping environment that a lot of them are stuck in, I didn't have anyone to turn to. The family very much have this mentality of 'this is how it is, this is how it's meant to be, you can't change it'. What was different for me is the race element. It wasn't just about her but what it represents for so many other people.
"The way I saw it is there's a way of doing things, but for us, it was an opportunity for my family to show some public support. I am acutely aware of where my family stand and how scared they are of the tabloids turning on them. There is what's termed as 'the invisible contract 'between the institution and the UK tabloids - if you as a family member are willing to wine, dine and give full access to these reporters, you get better press. There is a level of control by fear that has existed for generations.
"My father and my brother are trapped. They don't get to leave and I have compassion for that.
"My family literally cut me off financially, in the first quarter of 2020. But I've got what my mum left me, and without that we wouldn't be able to do this.
"I've spoken more to my grandmother in the last year than I have done in many many years. We have a good relationship."
On whether Charles is now taking his calls: "He is. There's a lot to work through there. I feel really let down because he's been through something similar, he knows what pain feels like, and Archie's his grandson, but at the same time I will always love him. But there's a lot of hurt that's happened and I will continue to try to make it one of my priorities to heal that relationship. I've tried to educate them through the process that I've been educated."
Harry on his brother: "I love William to bits, he's my brother, we've been through hell together... but we're on different paths. The relationship is 'space' at the moment. Time heals all things, hopefully."
Harry on Meghan's claims that the Palace were concerned about Archie's skin colour: "That conversation I'm never going to share, but at the time it was awkward, I was a bit shocked. That was right at the beginning [of the relationship]. 'What would the kids look like?' There were real obvious signs before we got married that this was going to be hard."
Oprah with Meghan and Harry airs tonight at 9pm on ITV.