"I felt I wanted out but then decided to stay in and work out a role," he said, telling journalist Angela Levin that there are times he wants to be "something other than Prince Harry."
Harry stayed in his royal role because of his loyalty to his grandmother, Queen Elizabeth II.
In the very candid interview, the lovable royal said he was happiest while serving in the Army for 10 years. Ten weeks into a tour of duty in the Afghanistan battlefield, his location was leaked by a magazine and he was sent home for security reasons. Harry lobbied to stay but was overruled.
"I felt very resentful," he said. "Being in the army was the best escape I've ever had. I felt as though I was really achieving something."
He added, "All I wanted to do was prove that I had a certain set of skills—for instance, flying an Apache helicopter—rather than just being Prince Harry. I also felt I was one of the lads and could forget I was Prince Harry when I was with them."
"I wasn't a Prince, I was just Harry," he said.
There was a time when he felt directionless.
"I spent many years kicking my heels and I didn't want to grow up," he said, adding that he was "very close" to a breakdown several times.
In recent months, Harry has opened up about mental health and specifically the effect that his mother's death had on him. It was his mother, Princess Diana, who showed him what an "ordinary life" can look like, which is something he strives for (as much as possible, at least.)
"My mother took a huge part in showing me an ordinary life, including taking me and my brother to see homeless people. Thank goodness I'm not completely cut off from reality," he said. "People would be amazed by the ordinary life [Prince William] and I live. I do my own shopping. Sometimes, when I come away from the meat counter in my local supermarket, I worry someone will snap me with their phone. But I am determined to have a relatively normal life, and if I am lucky enough to have children, they can have one too."