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During the Duke and Duchess of Sussex's interview with Oprah Winfrey - which aired in the US yesterday evening - Meghan, 39, confessed she had been struggling with her mental health and had experienced suicidal thoughts while pregnant with Archie.
She explained how, after confiding in Harry about how she was feeling, the couple were due to attend the premiere of Cirque du Soleil's Totem show at the Royal Albert Hall in January 2019.
"We had to go to this event and I remember him saying 'I don't think you can go' and I said I can't be left alone," she told Oprah.
"And we went, and that picture, if you zoom in, what I see, is how tightly his knuckles are gripped around mine, you can see the whites of our knuckles because we are smiling and doing our job, but we're both just trying to hold on.
"And every time those lights went down in the royal box, I was just weeping."
Meghan said she attempted to get help for her mental health, but that she was told it "wouldn't be good for the institution".
"I was really ashamed to say it at the time and ashamed to have to admit it to Harry especially, because I know how much loss he has suffered, but I knew that if I didn't say it, that I would do it," she told Oprah.
"I just didn't want to be alive any more and that was a very clear and real and frightening constant thought. I went to the institution, and I said that I needed to go somewhere to get help.
"And I was told that I couldn't, that it wouldn't be good for the institution."
In the special, Oprah also spoke with Meghan about her marriage and becoming a mum. Plus, the couple revealed they are having a little girl. The interview will be aired the UK on Monday at 9pm on ITV.
Buckingham Palace are yet to respond to any of the claims made in the interview.
Anyone affected by this story or struggling in any way should call Samaritans for free on 116 123 - or write down your thoughts in an email to [email protected].
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