She's also said to have launched a private investigation into the claim.
Two weeks on from Harry and Meghan's tell-all interview with Oprah Winfrey, it's been reported that the Queen is 'sad not angry' at their decision to give the interview.
The pair opened up about life as senior Royals, the pressures they faced, and the lack of support they were given along the way, which Meghan Markle sadly shared left her feeling isolated and, ultimately, suicidal.
The Palace are also facing claims that a Royal asked Harry how dark his and Meghan's son Archie's skin colour would be. They did not disclose who.
Since then, the Queen has shared that Harry and Meghan are - and will always remain - 'much-loved' Royal family members. Separately, she's reportedly launched a private investigation into the claim.
So how is the Queen responding to the allegations and the Royal scrutiny?
According to a source who spoke to The Sun, 'She is not angry, she is just sad.'
They continued: "They have always worried about him [Harry] and the Queen feels very protective about him."
"They always tried to support him when Meghan came along."
The Queen's sadness is believed to have sparked conversations between the Royal family and the Sussexes, with the aim of healing the rift.
However, Gayle King, who is a friend of Meghan's, has shared that the conversations so far have been 'unproductive.'
The Sussexes are 'glad' conversations have started, reportedly, however it doesn't look like much has been achieved thus far.
Harry and Meghan both spoke openly about their love and adoration for the Queen during the interview, with Harry describing their relationship as 'really good'. He also shared that they still spoke regularly.
Additionally, Oprah has confirmed since the interview that the comment made about the Sussexes' son's skin colour did not come from the Queen or Prince Philip.
The official statement from Buckingham Palace read: "The whole family is saddened to learn the full extent of how challenging the last few years have been for Harry and Meghan."
"The issues raised, particularly that of race, are concerning. Whilst some recollections may vary, they are taken very seriously and will be addressed by the family privately."
"Harry, Meghan and Archie will always be much loved family members."
