The TV special will mark Harry and Markle's first lengthy interview since leaving the British royal family last year. The couple confirmed in February that they won't return to their royal duties.
In one preview, Winfrey says "there is no subject that's off limits" during the interview. Winfrey is seen asking Markle, "Were you silent or were you silenced?" and telling Markle, "Almost unsurvivable sounds like there was a breaking point."
Harry then shares his biggest fear.
"My biggest concern was history repeating itself," he says.
"You know, for me, I'm just really relieved and happy to be sitting here, talking to you with my wife by my side because I can't imagine what it must've been like for her going through this process by herself all those years ago," Harry says.
"Because it has been unbelievably tough for the two of us, but at least we have each other," he adds.
Harry and Markle married in May 2018 and have one child, son Archie, 21 months. The couple announced on Valentine's Day in February that Markle is pregnant with their second child.
Oprah with Meghan and Harry airs March 7 at 8 p.m. EST on CBS.