'It's no fairytale': What happened when Oprah interviewed Fergie

Watch: Harry and Meghan to talk to Oprah

All eyes will be on Oprah Winfrey as she settles down to interview Meghan, the Duchess of Sussex, in a wide ranging conversation for the first time since she got engaged to Prince Harry.

But this won't be a first for Winfrey.

The veteran TV presenter already has a royal interview or two under her belt - specifically with a duchess who wanted to tell her side of the story.

Sarah Ferguson, Duchess of York, has given several interviews to Winfrey, dating back to 1996, after she and Prince Andrew had agreed to divorce following their separation.

In that interview, the duchess admitted that the fairytale was to live in a palace, but the reality was "you married a man, you fell in love and married a man, and then you have to come to terms with the fairytale".

She added: "It's not a fairytale."

Ferguson revealed where she had lived in Buckingham Palace, sharing difficulties she faced in getting used to the new way of life, like rules around how wide she was allowed to open the windows.

"The palace from when you look at it from the outside, the windows have to be open only a certain amount so they are all in line, and I'd come in and throw open all the windows.

"And no, that was wrong," she said.

Read more: What Oprah Winfrey has said about her friends Harry and Meghan

Describing her rooms as "a mile and a half" from the state rooms, she said: "We had one bedroom, two bathrooms, a dining room cum study cum nursery and a sitting room and that was it.

"It was all burgundy and very dark, and the lightbulbs are only 30 amp so they don't give out any light. Changing the bulb, she said, would have been "naughty".

Ferguson also used the interview to praise Diana as "the perfect princess". At the time Diana was divorced from Charles and setting out on her own.

Winfrey said of Diana: "She's been through her own struggles, because the tabloids, they're bad here, but they're vicious over there."

Asked why, with all the money and privilege she didn't "behave" and "play the game", Ferguson said: "You could do that, and if that's what suits you, then that's what suits you.

"But Diana and I are like rivers, we want to learn more we want to go around the corner, we are hungry for more."

She added: "The British press at the moment is completely and utterly cruel and abusive, and so invasive."

A few years later, the duchess was back on the show making scones with Winfrey and drinking tea.

The former royal also did a series with the show called 'Finding Sarah'.

Read more: Prince Harry and Meghan Markle 'overjoyed' as duchess pregnant with second child

And she gave Winfrey her first interview after she was caught in a sting offering access to her former husband, Prince Andrew, for £500,000.

She told Winfrey she was reassured by her daughters, Princesses Beatrice and Eugenie, who told her they were there for her and how she hoped they'd learn from her mistakes.

In 2011, she reappeared on the show to chat about her nephew Prince William's wedding to Kate Middleton - which she had not been invited to.

She said: "It was so difficult because I wanted to be there with my girls, and getting them dressed and go as a family.

"And it was so hard because the last bride up that aisle was me.

"Andrew went with the girls and we were talking all morning and he said it's ok, remember we had such a good day, our wedding was so perfect.

"He made me feel very part of the day."

Winfrey's interview with the Sussexes is due to air in the US on 7 March.