The couple are thrilled to be adding a second child to their family, which includes 21-month-old Archie, but insist when their girl joins them they will feel complete. "Two is it," says Meghan.
The couple announced the pregnancy in an adorable photo posted by the couple's friend and photographer Misan Harriman. The stunning black and white photo, posted in February, shows Meghan cradling her baby bump in a flowing dress, by Carolina Herrera, one she previously wore when pregnant with Archie, with her head resting contentedly on Harry's knee.
Moving onto the touchy subject of his exit from the royal family, Harry told Oprah the key driver was "lack of support and lack of understanding". Harry also revealed that the move caused immense tension between him and his father, Prince Charles, who he claims "stopped taking his calls".
When pressed by Oprah to speculate on why Prince Charles had stopped speaking to him, Harry replied: "Because I took matters into my own hands."
Harry also shared that he was shocked to discover that the Palace would remove security for him and his family when they stepped down.
"They said it was because of the change of status – I asked if there was a change of threat." There wasn't. Nothing had changed except the way Harry, Meghan and Archie were to be treated moving forward.
• CBS presents Oprah with Meghan and Harry will broadcast on Three on Tuesday, March 9, at 7.30pm.