The Duke of Sussex has spoken candidly about his mental health struggles after leaving the UK for Canada before settling in the US.

Prince Harry, who recently returned to the UK with his wife Meghan and their two children, revealed that he initially left Britain to “get some space”.

Speaking to neuroscientist Dr Mary-Frances O’Connor during a Masterclass session, Harry recalled how being in Canada and “away from the stressful environment” in the UK led to an “adrenaline crash”.

He said he slipped “into a depression for about two weeks” as he adjusted to life away from the pressures he faced in the UK.

“It was as if I needed stress in order to get the adrenaline to make my brain function because I became useless around the house,” he said.

Harry and Meghan stepped back from their roles as working royals in 2020, amid frustration over intense media scrutiny and what they saw as a lack of support from the Royal Family.

The couple subsequently relocated to the United States in a move that became widely known as Megxit.

Harry opened up in a session called Redefining Grief: Building Resilience Through Loss for the MasterClass video learning streaming platform.

During the session, Harry also addressed his grief for his mother Diana, Princess of Wales, saying for many years he felt like he had to be sad to prove he missed her.

About the death of Diana when he was 12, Harry said: “You would think I had the best help in the world. I’m a prince for God’s sake, but I was still grieving and didn’t have any place to put those feelings.”

He described himself as a “student of grief”, and said he went to war twice in the British Army thinking he could “outrun” his feelings.

Harry added: “I’d spent so long emotionally numb, to a large extent, because I felt disloyal and guilty for the possibility of being happy and joyful without her.

“I felt like I had to be sad and I had to be emotionally numb in order to prove to her that I missed her.”

The duke explained he had forgotten his mother’s laugh, and that a therapist suggested spraying her perfume, which helped him to “unlock everything that had been locked previously”.

“The reality is, what I discovered was actually she just wanted me to be happy,” he said.

The cost of an annual MasterClass membership ranges from £120 to £228 a year.

Meanwhile, Meghan was spotted in London this week, having afternoon tea with human rights campaigner Malala Yousafzai at the luxury hotel Claridge’s.