Prince Harry is opening about Meghan Markle's "heartbreaking" reaction to the bullying allegations made against her just days before their sit-down with Oprah Winfrey aired in March.

In his new docuseries The Me You Can't See, which he co-created with Winfrey, the Duke of Sussex, 36, talked about how their interview with Winfrey "was about being real, being authentic and hopefully sharing an experience that we know is incredibly relatable to a lot of people around the world despite our unique privileged position."

Days before the interview was set to air, The Times in the U.K. claimed that the Duchess of Sussex faced a bullying complaint made by one of her close advisers during her time as a working royal at Kensington Palace — something her office has strongly refuted.

"The Duchess is saddened by this latest attack on her character, particularly as someone who has been the target of bullying herself and is deeply committed to supporting those who have experienced pain and trauma," a spokesperson for the Duke and Duchess of Sussex said in a statement obtained by PEOPLE at the time.

"She is determined to continue her work building compassion around the world and will keep striving to set an example for doing what is right and doing what is good," the statement read.

Recalling the ordeal and the headlines about Meghan before the airing of the Winfrey interview, Harry said in The Me You Can't See that his wife actually broke down crying one night due to the "combined effort of the firm and the media to smear her."

 Prince Harry Says Requests for Help to His Family Were 'Met with Total Silence, Total Neglect'

"I was woken up in the middle of the night to her crying in her pillow because she doesn't want to wake me up, because I'm already carrying too much," he remembered. "That's heartbreaking. I held her, we talked, she cried, and she cried, and she cried."

Harry and Meghan began dating in July 2016 and in November 2017, the news of their engagement was publicly announced. Less than a year later, Harry and Meghan wed on May 19, 2018.

Speaking about his own mental health, Harry reveals in his docuseries that by "meeting and being with Meghan, I knew that if I didn't do therapy and fix myself, that I was going to lose this woman who I could see spending the rest of my life with."

There was a lot of learning right at the beginning of our relationship. She was shocked to be coming backstage of the institution of the British royal family," he says. "When she said, 'I think you need to see someone,' that was in reaction to an argument we had. And in that argument, not knowing about it, I reverted back to 12-year-old Harry."

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"The moment I started therapy and probably within my second session, my therapist turned around to me, and said, 'That sounds like you are reverting to 12-year-old Harry.' I felt somewhat ashamed and defensive," Harry added. "She said, 'I'm not calling you a child. I'm expressing sympathy and empathy for you for what happened to you when you were a child. You never processed it. You were never allowed to talk about it. And all of a sudden now, it's coming up in different ways as projection.' "

He continued, "That was the start of a learning journey for me. I became aware that I'd been living in a bubble, within this family, within this institution, I was sort of almost trapped in a thought process or a mindset."

Through therapy, Harry said he gained "one of the biggest lessons" in his life. "You've sometimes got to go back and to deal with really uncomfortable situations and to be able to process it in order to be able to heal. For me, therapy has equipped me to be able to take on anything. That's why I'm here now. That's why my wife is here now."

Harry later added, "We chose to put our mental health first. That's what we're doing. And that's what we will continue to do."

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Since stepping down as working royals in March 2020, Harry and Meghan have established their new life in Montecito, California, with their 2-year-old son Archie. This summer, the couple are expecting their second child, a baby girl. 

In addition, they've launched new business ventures, with Netflix and Spotify, as well as expanded their platform with their Archewell Foundation. And this week, Harry and Meghan celebrated their third wedding anniversary.

Prince Harry and Oprah Winfrey's mental-health docuseries, The Me You Can't See, will be available to stream on Apple TV+ starting May 20 at 9 p.m. ET.

If you or someone you know need mental health help, text "STRENGTH" to the Crisis Text Line at 741-741 to be connected to a certified crisis counselor.