He revealed it was Meghan Markle who encouraged him to go to therapy—and also shared the lengths they went to when they first started dating to meet up publicly in secret.

His interview offered a very candid look into his life as one of the world's most famous princes and the psychological cost of that privilege and constant scrutiny. When Shepard asked what prompted Harry to go to therapy, he explained:

It was a conversation that I had with my now wife [Meghan]. And she saw it. She saw it straight away. She could tell that I was hurting and that some of the stuff that was out of my control was making me really angry and it would make my blood boil. You have that fire. It’s not a temper, it’s a fire. I’ve never screamed. I’ve never shouted. For me, the best way of letting out the aggression is through boxing. But for me, prior to meeting Meghan, it was very much a case of certainly, connected to the media, that anger and frustration of this is so unjust. Not, by the way, just about me but all this stuff that I was seeing. Helplessness [that I feel], that’s my biggest Achilles heel. The three major times I felt completely helpless: one when I was a kid in the back of the car with my mum being chased by paparazzi, two was in Afghanistan in an Apache helicopter, and then the third one was with my wife. Those were the moments in my life where yeah, feeling helpless hurts. It really hurts.

Harry spoke about how Meghan hadn't expected she'd be able to live her life normally when she married him, of course. “[But] I think she said before she expected it to be fair [marrying into the royal family],” Harry told Shepard. He added that Meghan, now knowing the life of a royal, will say, “You don’t need to be a princess. You can create the life that will be better than any princess’.”

Harry said in his 20s, he felt he didn't want to be a prince:

In my early 20s, I was a case of just, “I don’t want this job. I don’t want to be here. I don’t want to be doing this. Look what it did to my mum. How am I ever going to settle down and have a wife and a family when I know that it is going to happen again? Because I know—I’ve seen behind the curtain. I’ve seen the business model. I know how this operation runs and how it works. I don’t want to be part of this.” And then once I started doing therapy, suddenly it was like the bubble was burst. I plucked my head out of the sand and gave it a good shake off. And I was like, “Okay, you’re in this position of privilege. Stop complaining. Stop thinking you want something different. Make this different because you can’t get out. So how are you going to do this differently? How are you going to make your mum proud? How are you going to use this platform to really affect change and be able to give people that confidence to be able to change their own lives?” It was interesting because well, when I am looking back now—of course, at the time, the lack of awareness, now looking back at it, helping other people helped me.

Harry also spoke about the lengths he and Meghan went when they first started dating to hide their relationship in England.

“The first time that Meghan and I met up for her to come and stay with me, we met up in a supermarket in London, pretending that we didn't know each other, so we were texting each other from the other side of the aisles,” he said. “There were people looking at me, giving me all these weird looks and coming up to me and saying ‘hi’ or whatever. I was there, texting her, saying ‘is this the right one,’ and she said, ‘no, you want parchment paper,’ and ’I’m like, ‘okay, where's the parchment paper?!’ So it was nice. I had a baseball cap on, looking down at the floor…trying to stay incognito.”

That experience has changed vastly since moving to Santa Barbara, Harry added: “Living here now, I can actually lift my head and actually I feel different. My shoulders have dropped. So have hers. I can walk around feeling a little more free. I get to take Archie on the back of my bicycle. I never had the chance to do that.”

You can listen to Harry's full Armchair Expert episode here.