The Duke and Duchess also very publicly announced that they would be suing the British Press after they went a step to far and published a very private letter Meghan wrote to her infamous father.
A reporter, who was filming with Meghan and Harry about their royal tour to Africa, asked Meghan how she was coping with the intense media spotlight while she adjusts to parenthood and, fighting back tears, she responded.
"Not many people have asked if I'm OK," she said.
Meghan also confirmed it had "really been a struggle" and said it was "a very real thing to be going through behind the scenes".
Watch the video above.