"It's still dangerous, and all it takes is one lone actor, one person who reads this stuff to act on what they have read," Harry said in the documentary. "And whether it's a knife or acid, whatever it is, and these are things that are of genuine concern for me. It's one of the reasons why I won't bring my wife back to this country."

In Harry & Meghan, the Suits star was overwhelmed with emotions when discussing how the negative attention she received in the U.K. made her fear for her well-being.

"You are making people want to kill me," Meghan said with tears in her eyes. "It's not just a tabloid. It's not just some story. You are making me scared."'

"That night, to be up and down in the middle of the night looking down my hallway like, are we safe? Are the doors locked? Is security on? That's real! Are my babies safe?" the mom-of-two asked.