These Photos, Taken the Day She Told Harry She 'Didn't Want to be Alive Anymore,' Still 'Haunt' Meghan Markle

While Meghan Markle and Prince Harry put on a brave face in public when they attended an official event at the Royal Albert Hall in January 2019, she was struggling with suicidal thoughts behind the scenes. Thoughts, she says, nobody would help her with.

During Sunday night's sit-down interview with Oprah Winfrey, Markle revealed she started having thoughts of self-harm around a year before she and Prince Harry decided to take a step back from their titles. She recalled telling Harry she felt like she "just didn't want to be alive anymore" the same day the two were supposed to attend a Cirque du Soleil show.

While he insisted she was in no condition to go, Meghan said she told him, "I can't be left alone." When Oprah asked if she was "afraid of what you might do to yourself," Markle answered affirmatively.

"One of the things that still haunts me is this photograph that someone sent me. We had to go to an official event. We had to go to this event at the Royal Albert Hall and a friend said, 'I know you don't look at pictures, but oh my god, you guys look so great,'" recalled Markle. "I zoomed in and what I saw was the truth of what that moment was. Right before we had to leave for that, I had just had that conversation with Harry that morning and it was the next day that I talked to the institution."

"And we went and that picture, if you zoom in, what I see is how tightly his knuckles are gripped around mine. You can see the whites of our knuckles because we are smiling and doing our job, but we are both just trying to hold on," she continued.

"And every time that those lights went down in that royal box, I was just weeping. And he was gripping my hand and it was, 'Okay, intermission is coming. Lights are about to come on.' Everyone was looking at us and you just have to be on again," she added. "And that's so important for people to remember, is that you have no idea what's going on for someone behind closed doors. You have no idea. Even people that smile the biggest smiles or shine the brightest lights."

Markle claimed she spoke with the institution about her thoughts the next day and told them she "needed to go somewhere to get help."

"I'd never felt this way before and I needed to go somewhere and I was told that I couldn't," she continued, "that it wouldn't be good for the institution."

She then said she even went to HR, but they told her there was nothing they could do as she wasn't a paid employee. She said she actually found comfort in leaning on one of Diana's best friends during this dark period, "because who else could understand what it's actually like on the inside."

"I share this because there are so many people who are afraid to voice that they need help, and I know personally how hard it is to not just voice it, but when you voice it, to be told no," she added. "Nothing was ever done, so we had to find a solution."

If you or someone you know is struggling with depression or has had thoughts of harming themselves or taking their own life, get help. The National Suicide Prevention Lifeline (1-800-273-8255) provides 24/7, free, confidential support for people in distress.