The British Prince Harry broke his silence for the first time since he and his wife Megan issued a statement announcing that they would give up the life of the palace, saying "In fact, there was no other option."

In a heartfelt speech at a dinner for the Centipal Charity Foundation in London on Sunday evening, the Duke of Sussex said, "I am very sad that it has reached this point."

"The decision I made for my wife and for my sake of giving up our royal role was not a decision that could be made easily," Harry said.

"There were talks that lasted for several months, which followed several years of challenges, and I know that I was not always right, but in relation to that, there was no other option."

The letter comes a day after Buckingham Palace announced that the couple "will not continue to play their part in the royal family."

The statement said that the Duke and Duchess of Sussex would lose the title of "Royal Highness" and "would give up royal duties, including official military positions, and could no longer obtain public funds for royal duties."

Harry, 35, and Megan, 38, suddenly announced on Instagram about two weeks ago that they will seek to limit media appearances, achieve financial independence and divide their time between Britain and North America, where they will play a "new progressive role."

The couple had previously denounced the intrusive and inaccurate coverage of the British and international press, and the harsh criticism leveled against them on social media, including racist attacks against Megan because her mother was brown.