Mum Meghan told ITV's Tom Bradby the year since marrying Prince Harry had been "hard", but said she's tried to "adopt this British sensibility of a stiff upper lip" as a coping mechanism.
She says when she first met the duke her friends in the US were "so happy because I was so happy" but a British friend warned her: "You shouldn't do it - the British tabloids will destroy your life."
Meghan told Bradby that as an American she "very naively" didn't know about tabloids and "didn't get it".
Prince Harry, who unlike his wife has lots of experience with British tabloids, also admitted press intrusion "hurts, especially when it's untrue".
But the duke said he would "not be bullied into a game that killed my mum".
But he said the media focus on his life as part of the royal family and the "pressures that come with that" means he gets "reminded of the bad stuff, unfortunately".
He said every click and flash of a camera in the public eye instantly gives him "the worst reminder of her life as opposed to the best".
He said the majority of stories written about a rift between his and his brother William's families are "created out of nothing".
Harry said he and William are "certainly on different paths at the moment" but will always be there for each other.
"We don't see each other as much as we used to because we're so busy but I love him dearly," he said.
Meghan, who revealed her nickname for her husband is "H", told Bradby she even tried to adopt a "British sensibility of a stiff upper lip" as a way to cope with pressure.
She says she "really tried" but said that strategy can be "really damaging" internally.
"I never thought that this would be easy, but I thought it would be fair and that's the part that's really hard to reconcile," she said.
Asked by Bradby how she was coping, Meghan said: "Thank you for asking because not many people have asked if I’m okay.
"But it’s a very real thing to be going through behind the scenes."
Bradby then added: "And the answer is, would it be fair to say, not really ok? That it’s really been a struggle?”
To which Meghan replied: "Yes."