In the couple’s interview with the TV host, which aired on Sunday, Meghan, 39, claimed that when she was first pregnant there were “concerns and conversations about how dark his skin might be when he’s born”.
She refused to say who made the remarks and Harry said he would never disclose who said it.
During an appearance on CBS This Morning on Monday, Winfrey said the monarch and her husband were not the individuals behind that comment.
However, she added that she did not know who it was.
“He did not share the identity with me, but he wanted to make sure that I knew, and if I had an opportunity to share it, that it was not his grandmother, nor his grandfather, that were a part of those conversations,” Winfrey said.
The palace has not responded to the claim.
In a previously unaired clip also shown on CBS This Morning, Harry revealed racism was a “large part” of why he and Meghan left the UK.
Asked by Winfrey if the couple left the UK because of racism, Harry replied: “It was a large part of it.”
Recalling a conversation he had at a fundraiser for the HIV charity Sentebale, which the prince co-founded, he said he was urged by someone who is “friends with a lot of the editors”: “Please don’t do this with the media, they will destroy your life.”
He said he was told: “You need to understand that the UK is very bigoted,” to which he replied: “The UK is not bigoted, the UK press is bigoted, specifically the tabloids.”
He added: “I said ‘I completely disagree [that the UK is bigoted]’, but unfortunately if the source of information is inherently corrupt or racist or biased then that filters out to the rest of society.”