Mr Bradby followed the Sussexes during their tour of Africa for the documentary.
The journalist asked Meghan if it is fair to say that it had been a struggle being a new mum and a senior royal.
The Duchess responded: “Yes.”
In an interview with The Times about his own mental health issues, Mr Bradby said it made him aware of the Sussexes’ state of mind during the tour.
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Mr Bradby said he “was clearly influenced by my own experience and I didn’t think they were in great shape, and so I altered the way I was planning to do the documentary”.
He added: “I don’t regret doing that. There may be other times in the future in a whole range of subjects that I will alter my approach if I sense something similar.”
The broadcaster explained he could not do his job without “a reasonable degree of empathy”.
He added that in terms of Meghan he “felt like there was an untold story there” and he “decided to try to bring that side out”.
During the 2019 documentary, Meghan spoke about how challenging royal life had been.
Fighting back tears, she told Mr Brady: “Look, any woman especially when they are pregnant you’re really vulnerable and so that was made really challenging, and then when you have a newborn – you know…
“And especially as a woman, it’s a lot. So you add this on top of just trying to be a new mom or trying to be a newlywed it’s, well…
“And, also thank you for asking, because not many people have asked if I’m OK.
“But it’s a very real thing to be going through behind the scenes.”
Source: EXPRESS CO UK