Prince Harry said the royal family thought he was in Canada when he had already reached Los Angeles with the help of Hollywood actor Tyler Perry.
They did not share their latest location because they feared it would be leaked to the media.
In the final episode of their Netflix documentary, Harry said it took the British media six weeks before they found out the couple's new location that was Perry's home in Beverly Hills.
Tyler Perry also appeared in the documentary and said he did not know Meghan but offered to help them after seeing what she has been through.
He said that he was not a royal watcher but still wanted to help Meghan and Harry.
Prince Harry and Meghan wanted to move from their location in Canada because their security was pulled.
Harry and Meghan said that Perry asked them to stay at his house as long as they need to.
Perry revealed that Beverly Hills is home to many celebrities but he had never before seen the media assault in the area which took place after Harry and Meghan's location was revealed by a British newspaper.
'Blue' singer just got nominated for Grammy
King Charles, Prince William might hear from Prince Harry in 2025 about reconciliation
Prince Harry, Meghan Markle ‘car chase’ incident gets surprising update
Millie Bobby Brown flashes smile in first outing with Jake Bonjiovi after teary 'Stranger Things' wrap up
Renowned singer Mel B recalls shocking incident amid Sean ‘Diddy’ Combs' ongoing lawsuits
Prince Andrew decides to leave royal lodge for new palace abroad