Harry says that he had three conversations with the Queen about his and Meghan's exit, and they continue to share a good relationship.
The Duchess recalled her first meeting with the Queen, and also said that her sister-in-law Kate is a "good person."
Prince William had also supported the decision to launch an independent investigation into the matter last year.
The brothers both sent legal letters to the British press asking them to keep details about Meghan Markle and Kate Middleton's life private.
The interview titled "Oprah With Meghan and Harry" will be aired on CBS Network on March 7.
Those close to Harry and his elder brother Prince William believe that the royal siblings will now be able to repair their rift.
The revelation is completely contradictory to the previous reports about the relations between the two royals.
The interview was Charles and Diana's first as a couple, and also the biggest media story at the time.
Their rift could be healed as long as Harry and Meghan don't make any personal attacks in their upcoming tell-all interview with Oprah Winfrey.
Prince Philip is doing fine and getting the help he needs as he remains in the hospital for nearly a week now.
The revelation comes after Westminster Abbey announced that it will not be hosting the annual Commonwealth Service on March 8.
The position could have gone to Prince William, but he won't be chosen for it to avoid it being seen as provocative.
A friend of Prince Harry argues that his "service is universal" comment wasn't a dig at the Palace and the Queen.
The transition period has been completed and Prince Harry and his wife have officially resigned from their roles as senior royals.
While Harry and Meghan might stop at two children, William and Kate are already planning their fourth.
Harry and Meghan's second child will be the tenth or eleventh great-grandchild of the Queen and the Duke of Edinburgh.
A source claims that Kate knows that her "clock is ticking" and therefore has started trying for the fourth child.
A royal expert says that the way Prince Harry and Meghan Markle are behaving is "both childish and passionate."
Harry served in the British Army for a decade until his resignation in June 2015.
Prince Harry is currently planning to fly to the UK to see his grandmother Queen Elizabeth II and the rest of the British royal family.
The second season of the show will focus on the eldest Bridgerton son Anthony and his romance with Kate Sheffield.
Charles and William's relations have significantly improved in recent years.