Prince Harry said it 'felt cold' with the royal family at his and Meghan Markle's last engagement before leaving the UK

• Prince Harry and Meghan Markle decided to leave the UK for good in March 2020.
• They went on a farewell tour of the UK that included one last outing with the royal family.

Prince Harry said he felt "distant" from his relatives during his and Meghan Markle's final outing with the royal family before the couple permanently moved from the UK.

Harry spoke about the event in the fifth episode of "Harry & Meghan," released by Netflix on Thursday. Prior to the engagement, Harry and Meghan had publicly shared their decision to step back as senior working royals. They said they had returned to the UK briefly in March 2020 to pack up their residence at Frogmore Cottage and carry out their final royal engagements.

Toward the end of their last week in the UK, which Harry called a "whirlwind," the couple joined the royal family at the Commonwealth Day Service at Westminster Abbey on March 9. Attendees included the Queen, then Prince Charles, Camilla, Duchess of Cornwall, Prince William, and Kate Middleton. Meghan said it was the first time they'd seen anyone in the family since making the decision to move to North America.

"We were nervous seeing the family," Harry said in "Harry & Meghan." "All the TV cameras and everybody watching at home and everybody watching in the audience — it's like living through a soap opera."

Footage of the service shows the couple sitting behind the Queen, Charles, Camilla, William, and Kate.

"I felt really distant from my family," Harry said.

He added that it was interesting because the royal family usually puts on a front in public and tries not to show what is happening emotionally behind closed doors.

"So much of how they operate is about what it looks like, rather than what it feels like," he said. "And it looked cold. But it also felt cold."

The docuseries then showed a news report pointing out that the Duke and Duchess of Sussex were not involved in the procession at the Commonwealth service in 2020, a break in tradition from previous years.

Buckingham Palace did not immediately respond to Insider's request for comment.

Half of the Netflix series, which was co-produced by Harry and Meghan's company Archewell Productions, aired on December 8 and a further three episodes were released Thursday. While the docuseries covers the couple's romance and new life, it also details the breakdown of their relationship with several members of the royal family.