According to the magazine, Harry, 35, has also been in contact with his grandmother, Queen Elizabeth II.
The 94-year-old monarch has "been reaching out to Harry to see if he's OK and has offered to help out if needed."
Sources previously told Fox News Harry and Meghan Markle have been worried about their family's safety after reportedly experiencing issues with drones flying above their mansion in Los Angeles.
"Drones have been flying over their house at all hours. It's creepy and incredibly scary from a security standpoint, especially when they are outside with the baby," an insider revealed.
"There's no telling who is flying them and they have received death threats in the past, so every potential danger has to be taken seriously."
Yesterday Markle spoke out in the wake of George Floyd's death, admitting she was unsure what was the "right" thing to say about the tragedy and subsequent anti-racism protests.
Referencing the deaths of people of colour at the hands of police, she said in a video message to the graduating class of her old Los Angeles school, Immaculate Heart High: "What is happening in our country and in our state and in our hometown of LA has been absolutely devastating.
"I wasn't sure what I could say to you. I wanted to say the right thing and I was really nervous that it would get picked apart.
"I realised the only wrong thing to say is to say nothing because George Floyd's life mattered and Breonna Taylor's life mattered and Philando Castile's life mattered and Tamir Rice's life mattered… and so did so many other people whose names we know and whose names we do not know..."
