The Duke of Sussex has said his wife did not go through with killing herself while she was pregnant, because of her concerns about him “losing another woman”.

Harry spoke about an occasion when Meghan told him she was suicidal, before a charity event at the Royal Albert Hall in London.

In his Apple TV docuseries The Me You Can’t See, Harry tells Oprah Winfrey that Meghan cried at the event almost two years ago, while pregnant with their son Archie.

Harry said: “Meghan was struggling, and people have seen the photograph of us squeezing each other’s hands as we walked into the Royal Albert Hall in London for a charity event – she was six months pregnant at the time.

“What perhaps people don’t understand is earlier that evening, Meghan decided to share with me the suicidal thoughts and the practicalities of how she was going to end her life.

“The scariest thing for her was her clarity of thought, she hadn’t lost it, she wasn’t crazy, she wasn’t self-medicating, be it through pills or alcohol, she was absolutely sober, she was completely sane.

“Yet in the quiet of night, these thoughts woke her up.”

Harry said the thoughts began less than a year into their marriage.

He said: “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 be put in a position of losing another woman in my life, with a baby inside of her, our baby.”

Harry said he was “somewhat ashamed” of the way he dealt with it, because they had a “quick cuddle” before performing their royal duties.

He added: “There wasn’t an option to say, ‘You know what? Tonight we’re not gonna go’.

“Because just imagine the stories that come from that.”

Harry said that the couple gripped each other’s hands after Meghan started crying at the event.

Help can be found by calling the Samaritans, free at any time, on 116 123 or by emailing [email protected] or visiting Samaritans.org.