"I was ashamed that it got this bad. I was ashamed to go to my family.

 Prince Harry says the only reason Meghan Markle 'didn't kill her

Prince Harry has said that the only thing that stopped Meghan Markle from committing suicide when she was pregnant with their first child was her concern for him.

Speaking in a new bombshell docuseries The Me You Can't See, produced by Oprah Winfrey, Harry opens up about Meghan's suicidal thoughts, admitting the loss of his mum Princess Diana played a key role in his wife's decision not to kill herself.

He said the only thing stopping his wife, who was pregnant at the time, from killing herself during their time as royals was because it would've been "unfair" on Harry and their unborn child, Archie.

"The thing that stopped her from seeing it through was how unfair it would be on me after everything that had happened to my mum and to now be put in a position of losing another woman in my life, with a baby inside of her, our baby," he said.

"The scariest thing for her was her clarity of thought. She hadn’t 'lost it.' She wasn’t crazy. She wasn’t self-medicating, be it through pills or through alcohol. She was absolutely sober. She was completely sane. Yet in the quiet of night, these thoughts woke her up."

The Duke of Sussex also revealed how Meghan said she was considering suicide before a charity event in London.

"I'm somewhat ashamed of the way that I dealt with it," he said.

"And of course, because of the system that we were in and the responsibilities and the duties that we had, we had a quick cuddle, and then we had to get changed and had to jump in a convoy with a police escort and drive to the Royal Albert Hall for a charity event and then step out into a wall of cameras and pretend as though everything’s OK.

"There wasn’t an option to say, ‘You know what? Tonight we’re not going to go. Because just imagine the stories that come from that."

"While my wife and I were in those chairs, gripping each other’s hand, the moment the lights go down, Meghan starts crying," Harry said.

"I’m feeling sorry for her, but I’m also really angry with myself that we’re stuck in this situation.

"I was ashamed that it got this bad. I was ashamed to go to my family.