The Duke of Sussex said he had felt "lost, betrayed, or completely powerless" during his life in a keynote speech at a summit on leadership in the workplace.
Harry made the remarks at the InterEdge Summit in Melbourne on "leadership, psychosocial safety and human connection in the workplace", with the Duchess of Sussex watching on in the audience on Thursday.
Delegate tickets for the summit were available for £525, with platinum tickets costing £1,250 and a virtual ticket allowing on-demand access to Harry's speech costing £260.
The Press Association understands that Harry was not paid a fee for his speech, nor was Meghan paid for her appearance on MasterChef Australia, which she filmed on Wednesday in Melbourne.
The duke told those present in the Centrepiece conference venue that there was a "lot in the world right now leaving us feeling anxious, stressed, helpless, powerless and completely overwhelmed".
Wearing a jacket and white shirt, Harry said: "When I was invited to speak at this summit, I wasn't sure whether I was expected to speak as someone who, despite everything, has their s* together.
"Or as someone who, despite what it may look like, actually doesn't have his s* together.
"But I was struck by something quite simple - that while my experiences may be unusual, the feelings that come with them are not.
"In my experience, loss is disorienting at any age.
"Grief does not disappear because we ignore it. Experiencing that as a kid while in a goldfish bowl under constant surveillance, yes, that will have its challenges. And without purpose, it can break you."
Harry continued: "There have been many times when I've felt overwhelmed.
"Times when I've felt lost, betrayed, or completely powerless.
"Times when the pressure - externally and internally - felt constant.
"And times when, despite everything going on, I still had to show up pretending everything was ok, so as not to let anyone down.
"For many years I was numb to it, and perhaps that was easier then, but I also didn't yet have the tools to deal with it."
In a discussion after his speech with Australian business leader and former politician Brendan Nelson, Harry said: "After my mum died just before my 13th birthday - I was like: 'I don't want this job. I don't want this role - wherever this is headed, I don't like it.'
"It killed my mum and I was very much against it, and I stuck my head in the sand for years and years.
"Eventually I realised - well, hang on, if there was somebody else in this position, how would they be making the most of this platform and this ability and the resources that come with it to make a difference in the world?
"And also, what would my mum want me to do? And that really changed my own perspective."
The duke said becoming a father changed his approach because you "start to notice the ripple effect more clearly".
He added: "When a parent is overwhelmed, children feel it. When someone is supported, families feel it.
"For me, one of the biggest shifts came when I realised that asking for help isn't a weakness. It's very much a form of strength."
The summit's website states that the "transformative two-day summit" features "global thought leaders" and "goes beyond awareness to give leaders the tools, insights and inspiration to build a culture where people thrive".
A profile of Harry on the summit's website said that he has "dedicated his life to service and uplifting communities, while emphasising the importance of our collective mental health in his philanthropic and advocacy work globally".
Other speakers at the summit include former Australian tennis professional Jelena Dokic and American social psychologist Amy Cuddy.