Meghan Markle is speaking out for the first time about her and Prince Harry's decision to step back from royal life one year ago in a candid interview with Oprah Winfrey.

"I was desperate. I went to all the places, which I thought I should go to for help," Harry said during his sit-down — Oprah with Meghan and Harry: A CBS Primetime Special — on Sunday. "But we never left."

Meghan, who also announced that she's expecting a baby girl this summer, added, "We never left the family and we only wanted to have the same type of role that exists … there are senior members of the family. We said specifically we're stepping back from senior roles."

"We weren't reinventing the wheel here we were saying, 'Okay, this isn't working for everyone. We're in a lot of pain, they can't provide us with the help that we need. We can just take a step back," Meghan said after explaining that, currently, there are members of the royal family with titles "who earn a living, live on palace grounds can support the Queen if and when called upon."

In addition, Harry said, "This constant barrage, my biggest concern was history repeating itself and I've said that before on numerous occasions very publicly," adding, "What I was seeing was history repeating itself, but more perhaps or definitely far more dangerous."

When asked if their exit was because of Meghan, the Duchess of Sussex said, "Can you imagine how little sense that makes? I left my career, my life, I left everything because I love him."

"Our plan was to do this forever," she continued. "I wrote letters to his family when I got there saying, 'I am dedicated to this, I'm here for you, use me as you'd like.' There was no guidance as well and there were certain things that you couldn't do, but you know, unlike what you see in the movies, there's no class on how to speak, how to cross your legs, how to be royal. There's none of that training that might exist for other members.

"Even down to like the National Anthem. No one thought to say, 'Oh, you're American, you're not gonna know that.' That's me late at night googling what's the National Anthem, I've got to learn this, I don't want to embarrass them. I need to learn these three hymns for church, all of this is televised, we were doing the training behind the scenes because I just wanted to make them proud."

The interview is airing weeks after Buckingham Palace confirmed that Meghan and Harry will officially not be returning to their royal roles. The announcement came a few weeks shy of their 12-month review period.

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Harry recently spoke out about his decision to leave his royal life in Britain behind in an interview with James Corden. The prince made it clear that he "will never walk away" from his family or waver in his dedication to helping others.

"It was never walking away, it was stepping back rather than stepping down," he told Corden as the pair did a tour around Los Angeles.

March 31, 2020, officially marked the Duke and Duchess of Sussex's exit from royal life. After a whirlwind several weeks, which included a historic summit between the Queen, Prince Charles, Prince William and Prince Harry to iron out details of the exit and a final mini-royal tour in the U.K. that saw Meghan and Harry visit their key patronages, they officially started their lives outside of the royal realm — and in the U.S.

Meghan and Harry will no longer keep their patronages (their royal involvement with numerous U.K. charities), and Harry will lose his honorary military appointments, which will subsequently be redistributed "among working members of The Royal Family."

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Although Meghan and Harry no longer use their coveted His/Her Royal Highness titles, they will retain them — along with their Duke and Duchess of Sussex titles. "While all are saddened by their decision, The Duke and Duchess remain much loved members of the family," the Buckingham Palace announcement said.

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