Markle isn't heard speaking in either clip but Winfrey teases in one, "You’ve said some pretty shocking things here."
Harry is heard referring to his mother Princess Diana, "My biggest concern was history repeating itself."
"I’m really relieved and happy to be sitting here, talking to you with my wife by my side because I can’t begin to imagine what it must have been for her going through this process by herself all these years ago," he continued.
The special will air on Sunday, March 7. The interview will also be the couple's first sit-down since the royal couple's engagement.
"Winfrey will speak with Meghan, The Duchess of Sussex, in a wide-ranging interview, covering everything from stepping into life as a Royal, marriage, motherhood, philanthropic work to how she is handling life under intense public pressure," a press release revealed.
"Later, the two are joined by Prince Harry as they speak about their move to the United States and their future hopes and dreams for their expanding family."
Winfrey attended the Duke and Duchess of Sussex's wedding back in May 2018. Harry, 36, is currently working on a docu-series with the legendary daytime host and businesswoman for Apple TV+.
Winfrey also lives in the same neighborhood as Markle, 39, and Harry in Southern California, the area they moved to in summer 2020 after stepping back as senior members of the royal family in March.
Since moving to the United States, the Duke and Duchess have struck up major production deals with Netflix and Spotify for exclusive content.
In February, Buckingham Palace confirmed that Markle, 39, and Harry, 36, will not be returning as senior members of the British royal family.
"Oprah with Meghan and Harry: A CBS Primetime Special" airs Sunday, March 7, at 8 pm EST on CBS.