The Duchess of Sussex spoke to ITV for a show on her and her husband Prince Harry's recent royal tour of Africa.
Reporter Tom Bradby asked her how she was coping with the intense media spotlight while she adjusts to parenthood and she tearfully responded.
"Not many people have asked if I'm OK," she said.
Meghan also confirmed it had "really been a struggle" and said it was "a very real thing to be going through behind the scenes".
Harry also opened up about how he felt with the scrutiny the couple faces from the press, saying he faces flashbacks to what his mother Princess Diana faced.
"I think being part of this family, in this role, in this job, every single time I see a camera, every single time I hear a click, every single time I see a flash, it takes me straight back, so in that respect it's the worst reminder of her life, as opposed to the best."
Princess Diana faced intense media scrutiny through her marriage to Prince Charles, as well as after the couple divorced. She was killed after a crash while being chased by photographers in 1997.
Harry has in the past compared the way the media treats Meghan with what his mother faced.
"My deepest fear is history repeating itself. I've seen what happens when someone I love is commoditised to the point that they are no longer treated or seen as a real person," he said in a statement in early October.
"I lost my mother and now I watch my wife falling victim to the same powerful forces."