He responded: "It was only when a couple of people close to me started to say, 'This isn't normal behavior, perhaps you should look into this, perhaps you should seek help.'
"And immediately, I was like, 'I don't need help.' And of course, looking back, in hindsight, it's all about timing."
Harry added that his "hectic" schedule of royal duties during his late 20s led to "burnout" and therefore "all the emotions I had suppressed for so many years came to the forefront."
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"I saw GPs, I saw doctors, I saw therapists, I saw alternative therapists, I saw all sorts of people. But it was meeting and being with Meghan. I knew if I didn't do the therapy and fix myself, that I was going to lose this woman who I could see spending the rest of my life with," he said.
"When she said, 'I think you need to see someone,' it was in reaction to an argument we had," he added. "In that argument, not knowing about it, I reverted back to 12-year-old Harry."
Harry spoke in the first episode of the documentary series about his experience at Diana's funeral, saying he suppressed his emotions in front of the cameras and the public.
"It's like I was outside of my body, and just walking along doing what was expected of me, showing one-tenth of the emotion everyone else was showing," he said. "This was my mom - you never even met her."
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Harry and Oprah serve as cocreators and executive producers on the series
The series, which consists of five episodes, is available to stream starting Friday. The second episode also features Zak Williams, who spoke about struggles his father, the comedian Robin Williams, had with mental illness as well as his own experience with OCD, anxiety, and depression.
Lady Gaga, the actor Glenn Close, the NBA players DeMar DeRozan and Langston Galloway, and the popular chef Rashad Armstead also appear in the series.
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