Meghan Markle and Prince Harry's interview with Oprah Winfrey has aired. (Courtesy)

The first look at Meghan Markle and Prince Harry's interview with Oprah Winfrey has aired. During US programme 60 Minutes on Sunday, an excerpt of the trio's sit-down was shown with the chat show Queen telling the couple: "You've said some pretty shocking things here".

Oprah later adds: "I just want to make it clear to everybody there is no subject that's off-limits."

The CBS broadcast network released two brief clips from Winfrey's interview of the couple, which is scheduled to air on March 7. It is the first TV interview the couple, formally known as the Duke and Duchess of Sussex, have given since making their homes in California last year.

Winfrey is shown on the clip asking Meghan, "Were you silent or were you silenced?".

Winfrey is shown on the clip asking Meghan, "Were you silent or were you silenced?".

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At one point, she is seen telling her it appeared "almost unsurvivable sounds like there was a breaking point."

"My biggest concern was history repeating itself," Harry later says.

Harry, 36, was seated next to Meghan, 39, and holding her hand throughout. The couple announced last month that they are expecting their second child.

Meghan is seen talking with Oprah.

Seemingly referring to his mum, Princess Diana, during the interview, Harry said: "I'm just really relieved and happy to be sitting here talking to you with my wife by my side. Because I can't imagine what it must have been like for her (Diana), going through this process by herself all those years ago. It's been unbelievably tough for the two of us, but at least we had each other."

As seen in the preview, Meghan and Harry will have individual interviews with Winfrey as well as a joint sit-down interview. 

According to CBS, Winfrey, who attended the couple's May 2018 wedding at Windsor Castle, is set to have an "intimate conversation" with the Duke and Duchess of Sussex for a 90-minute primetime special.