Prince Harry, who shocked Britain last year when he and his wife Meghan stepped back from royal duties, told Oprah Winfrey that he had worried about history repeating itself.
The CBS broadcast network released two brief clips from Winfrey's interview of the couple, which is scheduled to air on March 7.
It is the first TV interview the couple, formally known as the Duke and Duchess of Sussex, have given since making their homes in California last year.
"My biggest concern was history repeating itself," Harry said, apparently referring to his mother Princess Diana, who was hounded by the British press and died at age 36 in a car crash in Paris after her divorce from Prince Charles.
Harry was seated next to Meghan and holding her hand. The couple announced this month that they are expecting their second child.
"I'm just really relieved and happy to be sitting her talking to you with my wife by my side," Harry said. "Because I can't imagine what it must have been like for her (Diana), going through this process by herself all those years ago.
"It's been unbelievably tough for the two of us, but at least we had each other," Harry added.
In the clips, Winfrey said that no subject was off limits and at one point tells the couple "you have said some pretty shocking things here," including that their situation had been "almost unsurvivable".
Before they moved to California, the couple had complained about the British tabloids' treatment of Meghan, whose father is white and mother is African-American, some of which they said amounted to bullying or racism.
Earlier this month, Buckingham Palace announced that the couple would not be returning to their lives as working members of the royal family.