The Duke of Sussex says he and his brother are "on different paths" and have "good days" and "bad days".
The clip comes days after her husband Prince Harry broke down during an emotional speech at the WellChild awards on Tuesday night.
Prince Harry has acknowledged he and his brother the Duke of Cambridge have "honest days and deplorable days" as they embark on "loads of paths".
In the ITV documentary about the royal couple's tour of Africa, "Harry & Meghan: An African Journey", the Duchess described how she and Prince Harry have chose to push back against scrutiny, abandoning their initial strategy of just ignoring it and brushing it off.
As ITV broadcaster and long time royal pal Tom Bradby asked how much of the speculation about the brothers was correct, Harry started to laugh, before replying: "But look, we are brothers, we will always be brothers".
"But I'll certainly always be there for him as I know he'll always be there for me".
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'We don't gaze each and each other as noteworthy as we aged to, because we're so busy, but I in actuality adore him dearly.
Meghan, 38, has had to face an increasingly hostile press since she married into the Royal Family previous year, with the tabloids luxuriating in stories about her fractured American family and the rumours of palace rifts.
Markle's honesty in the ITV special inspired a lot of sympathy for the royal, who earlier this month announced she would sue a major British newspaper for publishing private information.
The Duke of Sussex has said Cape Town in South Africa would be an "amazing" place for his family to live but it could be challenging to find a way to "make as much difference" as they would want.
Meghan said: "You've got to thrive, you've got to feel happy".
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"I will not be bullied into playing a game that killed my Mum", Harry told Tom Bradby.
She also talked about "surviving" the intense scrutiny she faces as a royal.
"I think that is very, very raw".
"But all we need to do is focus on being real, and focus on being the people that we are, and standing up for what we believe in".
Harry & Meghan: An African Journey will air in the USA on Wednesday on ABC. "It takes me straight back", said Harry, whose mother died in a auto crash in Paris after being chased by the paparazzi.
She continued: "It's just, I'm Meghan and I've married this incredible man and this to me is just part of our love story". During this period, they plan to spend their first Thanksgiving dinner with Meghan's mother Doria Ragland in L.A. And then when you have a newborn, you know.as a woman, it's a lot.
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