During her two-hour tell-all interview with Oprah Winfrey on Sunday night, Duchess Meghan offered a slew of shocking revelations, including Palace discussions about her son's skin color and the fact that she "didn't want to be alive anymore" due to the scrutiny she was under as a senior royal. But when Oprah asked her and Prince Harry if they had any regrets since leaving their roles behind in the spring of 2020, the duchess got candid about the one thing she wishes she didn't do. Read on to find out the one regret Meghan Markle said she had, and for more revelations from the special, check out Meghan Markle Revealed the Truth About Her "Feud" With Kate Middleton.When Oprah asked if they had any regrets in the wake of their royal exit, which has resulted in Harry losing his military titles and fractured relationships with his family, Harry said he didn't. "No. I'm really proud of us. I'm so proud of my wife. She safely delivered Archie during a period of time which was so cruel and so mean," he said. "Every day I was coming back to my life in London and she was crying while breastfeeding Archie."But Meghan said something did come to mind for her. "I have one," she offered. "My regret is believing them when they said I would be protected. And I regret believing that because I think had I really seen that that wasn't happening, I would have been able to do more, but I think I wasn't supposed to see it. I wasn't supposed to know and now because we're actually on the other side, we've actually not just survived but are thriving. … It's a miracle."Harry added that had the Palace better shielded and supported them, they "wouldn’t have left.” RELATED: For more up-to-date information, sign up for our daily newsletter. Also in the interview, Meghan said, “It was only once we were married and everything started to really worsen that I came to understand that not only was I not being protected but … they weren’t willing to tell the truth to protect me and my husband.”When asked who didn't protect her exactly, Meghan clarified: “There’s the family, and then there’s the people that are running the institution; those are two separate things and it’s important to be able to compartmentalize that because the Queen, for example, has always been wonderful to me.”One instance Meghan cited in which the Palace didn't protect her was the alleged incident with her sister-in-law Duchess Kate regarding the bridesmaids' outfits for her wedding to Harry in 2018. While headlines read that Meghan made Kate cry as they disagreed about whether or not the little girls should wear tights, the opposite was true, Meghan told Oprah. She was the one in tears because of something Kate did that "really hurt [her] feelings."While Kate apologized and Meghan insisted there was no bad blood between them, she said, "What was hard to get over was being blamed for something that not only I didn't do, but that happened to me. And the people who were part of our wedding going to our comms team and saying, 'I know this didn't happen.'"Meghan said it became clear the Palace had no plans to clear her name. "Everyone in the institution knew it wasn't true," she said. "The narrative about making Kate cry was the beginning of a real character assassination and they knew it wasn't true. If they're not going to kill things like that, then what are we going to do?" And for more shocking discoveries from the tell-all, check out Prince Harry Revealed This Senior Royal Stopped Taking His Calls.If you or someone you know is struggling with suicidal thoughts, call the National Suicide Prevention Lifeline at 1-800-273-8255.