Prince Harry Tells Dax Shepard That Therapy Changed Everything for Him: 'It Was Like the Bubble Burst'

"I was in my early 20s and I was thinking I don't want this job, I don't want to be here," the Duke of Sussex said on the Armchair Expert podcast

Prince Harry compared royal life to the omnipresent cameras of The Truman Show in a wide-ranging interview with Dax Shepard that explored his early courtship with wife Meghan Markle, mental health and why he wanted to leave the Firm years ago.

On the new episode of the popular Armchair Expert podcast, the Duke of Sussex shared some never-before-heard stories with hosts Shepard and Monica Padman about his old life in London.

"The first time Meghan and I met up for her to come and stay with me, we met up in a supermarket in London, pretending we didn't know each other, texting each other from the other side of the aisles," Harry said. "There's people looking at me, giving me all these weird looks, and coming up to me and saying 'hi.' "

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Meghan Markle and Prince Harry in 2018. Tabatha Fireman/Getty

"I had baseball cap on, looking down at the floor, trying to stay incognito. It's amazing how much chewing gum you see, it's a mess!' " he added.

Shepard asked what it was like to be among a "a tiny group" of royals "watched by millions," which Harry summarized as "a mix between The Truman Show and living in a zoo."

"It's the job right? Grin and bear it. Get on with it. I was in my early 20s and I was thinking I don't want this job, I don't want to be here. I don't want to be doing this," he said. "Look what it did to my mum. How am I ever going to settle down and have a wife and family, when I know it's going to happen again?"

"I've seen behind the curtain, I've seen the business model and seen how this whole thing works and I don't want to be part of this," Harry, 36, said.

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Prince Harry and Meghan Markle. Chris Jackson/Getty

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Harry said Meghan, 39, encouraged him to go to therapy, which made all the difference.

Listen below to the episode of our daily podcast PEOPLE Every Day for more on Prince Harry's interview on the Armchair Expert podcast.

"And then once I started doing therapy it was like the bubble was burst. I plucked my head out of the sand and gave it a good shake off and I was like, You're in this position of privilege, stop complaining and stop thinking you want something different — make this different — because you can't get out. How are you going to do these things differently, how are you going to make your mum proud and use this platform to really affect change?"

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