In the excerpts, Prince Harry told Winfrey: "My biggest concern was history repeating itself."
"For me, I'm just really relieved and happy to be sitting here, talking to you with my wife by my side," he added.
As an image of a young Prince Harry with his late mother Diana, Princess of Wales, is shown, he continued: "Because I can't begin to imagine what it must have been like for her going through this process by herself all those years ago because it has been unbelievably tough for the two of us but at least we had each other."
Diana relinquished the Her Royal Highness title at the time of her divorce from the Prince of Wales in August 1996. She died the following year after a car crash in Paris.
According to CBS, the couple will use the interview to talk about their move to the United States last year and their future plans.
Meghan will speak about "stepping into life as a royal, marriage, motherhood" and "how she is handling life under intense public pressure", the network said.
The publicity footage released on Sunday appears to be selectively edited and shows Winfrey asking Meghan whether there had been a "breaking point" and whether she was "silent or silenced" - but the duchess' answers are not revealed.
Prince Harry has previously said he stepped back from royal duties in order to protect himself and his family from the "toxic" environment created in the UK by the press.
So our first insights into the much anticipated Oprah Winfrey interview with the Duke and Duchess of Sussex come via two TV trailers.
They are designed to draw us in with their tight editing and dramatic music. They are a flavour of what's to come.
In the minute of footage, Meghan doesn't say a word. We'll have to wait for her answers.
But the questions that Oprah puts to her hint strongly at upset and frustration. The language is of being silenced and of surviving something.
Prince Harry joins the conversation later and we hear him comparing the situation he has faced with that of his mother, Diana, Princess of Wales.
The talk from Harry is of protecting his wife and being able to escape from the pressure and strain they felt.
In Oprah, the couple chose a friend to interview them whose style isn't aggressive.
She is an expert at getting interviewees to open up and she will have encouraged them to reveal what went wrong behind the palace walls.
It is that which will worry the Royal Family and palace officials.
How critical have Harry and Meghan been? We will find out when the full interview is broadcast next weekend.
Speaking to chat show host James Corden last week, the duke insisted the couple were "stepping back rather than stepping down".
He said the situation was "destroying my mental health" and he "did what any husband [or] father would do".
Last month, it was announced that the duke and duchess would not be returning as working members of the Royal Family.
The couple said at the time that "service is universal" and offered to continue supporting the organisations they represented.
Prince Harry and Meghan's honorary military appointments and royal patronages will be redistributed to working members of the Royal Family.
The announcement came just days after the couple revealed that they are expecting their second child.
Winfrey is a personal friend of Meghan and attended the couple's wedding in 2018.
It is not known whether Prince Harry and Meghan informed the royal household about their plans to be interviewed. Buckingham Palace has declined to comment.
Source: BBC
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