Watch: Harry-Meghan On Diana In Tell-All Interview

"It's been unbelievably tough for the two of us, but at least we have each other," Prince Harry said, with wife Meghan Markle sitting beside him, in what is touted to be a tell-all interview with US chat show host Oprah Winfrey, after the couple's acrimonious split with Buckingham Palace last year.

In brief clips of the much-awaited interview that will be aired this weekend, released by CBS, Harry also apparently referred to the death of his mother, Princess Diana, who was killed in a high-speed car crash in Paris in 1997 as she tried to escape paparazzi. "My biggest concern was history repeating itself," Harry, 36, said.

"You know, for me, I'm just really relieved and happy to be sitting here talking to you with my wife by my side. Because I can't begin to imagine what it must have been like for her (Diana), going through this process by herself all those years ago," he said as he held his wife's hand.

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The clips were released soon after the royal row heated up, with Ms Markle, 39, accusing the British royal family of peddling lies against herself and her husband. Buckingham Palace had said it was probing claims that she had bullied royal household staff during her time in Britain.

"How do you feel about the palace hearing you speak your truth today?" Oprah Winfrey asks her.

"I don't know how they could expect that after all this time, we would still just be silent if there is an active role that The Firm is playing in perpetuating falsehoods about us. And if that comes with risk of losing things, I mean, there's a lot that's been lost already," Ms Markle said.

The former "Suits" actor is expected to share grievances about her treatment by the monarchy and the media, including allegations of racism.

Credit: Harpo Productions

The couple's split from the royal family was made permanent last month, when Queen Elizabeth II, who is Harry's grandmother, removed their honorary titles and patronages. That followed nearly 12 months in which both sides - the palace and the couple - have tried to control the narrative of their departure, which has polarised opinion on both sides of the Atlantic.

Credit: Harpo Productions

Buckingham Palace announced last month that the couple had permanently ended royal duties, a year after their shock announcement to "step back" from their roles.

The interview, in which Winfrey tells her guests that "there is no subject that is off limits", will be aired on Sunday, March 7.