The Queen is "sad, not angry" by Harry's bombshell Oprah Winfrey interview but has privately pledged to stand by him, a palace insider has claimed.

Prince Harry and Meghan had allegedly 'stunned' the royal family with their series of shock revelations during their tell-all interview with American TV host, Oprah Winfrey.

The Queen has reportedly ordered a private family investigation into the accusations made, including the unnamed member of the family who questioned the skin colour of their children.

Her Majesty is believed not to be furious with her grandson and Meghan who she described in her statement last week as "much-loved family members".

"She is not angry, she is just sad," an insider told The Sun.

"They have always worried about him (Harry) and the Queen feels very protective of him. They always tried to support him when Meghan came along."

The source added: "They all worried less about him when Meghan was on the scene as he seemed so happy."

Harry, 36, told Oprah he had been regularly in touch with the Queen since the couple's decision to step down as senior members of the royal family over a year ago.

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  Meghan Markle called the Queen to check on Prince Philip after his hospital admission

But the pair did not reveal the contents of the interview to the family before it aired on March 8.

Millions around the world watched as Harry and Meghan made accusations of racism against an unnamed member.

Oprah later confirmed that the accusations were neither against the Queen nor the Duke of Edinburgh.

The Queen has ordered a probe into the couple's claim which is believed to be led by Prince Charles and Prince William.

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Buckingham Palace has issued a three-line whip to staff and family not to speak about the fall-out or private family response.

In a statement responding to the Oprah interview the Queen said: "While some recollections may vary, they are taken very seriously and will be addressed by the family privately."

The Duke of Edinburgh, 99, was in the hospital for a month during the time Megxit was announced and the interview.

He arrived back at Windsor Castle on Monday following treatment for an infection and pre-existing heart condition.

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