The two-hour programme is due to be broadcast in the US by CBS at 8pm ET (1am GMT). British viewers will have to wait until 9pm on Monday when it will be shown by ITV.
In one clip released by CBS Ms Winfrey insisted “no subject is off limits” during the interview.
She claims the Sussexes revealed “some pretty shocking things” some of which were “almost unsurvivable”.
The Times reports friends of Winfrey as saying “she believes it is her best interview yet”.
CBS has broadcast a number of interview snippets before the whole programme is released.
At one point Meghan accuses “The Firm”, a term for the top Royal Family members and their courtiers, of “perpetuating falsehoods” against her.
In one video Ms Winfrey asks Meghan: “How do you feel about the Palace hearing you speak your truth today?”
The Duchess replies: “I don’t know how they could expect that after all of this time we would still just be silent if there is an active role that The Firm is playing in perpetuating falsehoods about us.
“And, if that comes with risk of losing things, there is a lot that has been lost already.”
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“It’s been unbelievably tough for the two of us, but at least we had each other.”
The interview is expected to be watched live by tens of millions across the world.
According to the Oprah Winfrey Network Harry and Meghan were not paid for the interview nor was it given in return for a charitable donation.
Kevin Lygo, ITV’s managing director of media, said: “This interview is already a national talking point and ITV is pleased to be able to offer UK audiences the opportunity to see it.”
The Sussexes stood down as senior royals in March 2020 and moved to California shortly before the state went into coronavirus lockdown.
They currently live in a £11.2 million mansion to the north of Los Angeles.
Last month Meghan announced she is pregnant having tragically suffered a miscarriage last year.
The couple’s first child, Archie Mountbatten-Harrison, was born in May 2019.