Prince Harry said his family tried to stop him from making his royal exit: ‘How bad does it have to get?’

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Prince Harry’s family tried to stop the Duke and Duchess of Sussex from making their royal exit.

In his new AppleTV+ docuseries titled "The Me You Can’t See," which he co-created with Oprah Winfrey, Harry recalled the moment when he decided to take his family out of the U.K. for a better life.

"Eventually when I made that decision for my family, I was still told, ‘You can’t do this,’" the 36-year-old recalled, as quoted by U.K.’s DailyMail on Friday. "And it’s like, ‘Well, how bad does it have to get until I am allowed to do this?’ She [Markle] was going to end her life. It shouldn’t have to get to that."

The couple had been married for less than a year when the former American actress, who was pregnant with their son Archie, told her husband she was deeply depressed. The pressures of royal life took such a toll on the 39-year-old that she admitted to having thoughts of self-harm.

PRINCE HARRY SAYS PRINCESS DIANA WAS 'CHASED TO HER DEATH,' SAW 'HISTORY REPEATING' WITH WIFE MEGHAN MARKLE

"She was completely sane, yet at the quiet of night, these thoughts work her up," Harry explained. "The thing that stopped her from seeing it through was how unfair it would be on me after everything that had happened to my mum and to now to be put in a position of losing another woman in my life — with a baby inside of her, our baby."

Harry admitted he didn’t know how to cope with her confession.

"I'm somewhat ashamed of the way that I dealt with them," he said. "And of course, because of the system that we were in and the responsibilities and the duties that we had, we had a quick cuddle and then we had to get changed to jump in a convoy with a police escort and drive to the Royal Albert Hall for a charity event. Then step out into a wall of cameras and pretend as though everything's OK. There wasn't an option to say, 'You know what, tonight, we're not going to go' because just imagine the stories that come from that."

The couple’s departure from royal duties began last year over what they described as the British media’s intrusions and racist attitudes towards the duchess. The family now resides in the coastal city of Montecito, Calif.

PRINCE HARRY TURNED TO DRUGS, ALCOHOL TO COPE WITH PRINCESS DIANA'S DEATH: 'I WAS TRYING TO MASK SOMETHING'

The Duke and Duchess of Sussex currently reside in the coastal city of Montecito, Calif. (AP)

While Harry has been in therapy for about four years to cope with his childhood trauma of losing Princess Diana, the prince admitted in the docuseries that London is a "trigger."

"For most of my life I’ve always felt worried, concerned, a little bit tense and uptight whenever I fly back into the U.K., whenever I fly back into London," he said, as quoted by the outlet.

"And I could never understand why," he shared. "I was aware of it, I wasn’t aware of it at the time when I was younger, but I started doing therapy stuff I became aware of it. I was like, ‘Why do I feel so uncomfortable?’ And of course, for me London is a trigger, unfortunately, because of what happened to my mum, and because of what I experienced and what I saw.

"Happens every time. I can’t remember the first time it happened, I can just remember feeling the anxiety, like a hollow empty feeling almost of nervousness. Is it fear? Everything feels tense. It’s the being hunted, and being helpless and knowing you can’t do anything about it. There is no escape. There is no way out of this."

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Princess Diana a young Prince Harry. (Reuters)

Diana died in a Paris car crash in 1997 as she was being pursued by paparazzi. She was 36.

The Duke and Duchess of Sussex are expecting a second child, a girl, due sometime this summer.

The Associated Press contributed to this report.