Prince Harry's First 'Incognito' Meetup with Meghan Markle in London Was a Secret Supermarket Run

Prince Harry and Meghan Markle had to get creative when it came to their dates at the start of their relationship in the summer of 2016.

The Duke of Sussex appeared on Dax Shepard's Armchair Expert podcast, where the conversation turned to the differences between everyday life and Harry's royal life growing up.

Harry said that while he did do normal things like grocery shopping with his mom, Princess Diana, it was "only a handful of times because every time we came out, we got pounced on" by paparazzi.

He then revealed that early in his relationship with Meghan, they went grocery shopping "incognito."

"The first time that Meghan and I met up for her to come and stay with me, we met up in a supermarket in London pretending that we didn't know each other," Harry said. "So we texted each other from the other side of the aisle, people looking at me and giving me all these weird looks, coming up to say 'hi,' whatever. And I was like, texting. It's like, 'Is this the right one?' She's like, 'No, you want parchment paper.' I'm like, 'Okay, where's the parchment paper?' "

"It was nice. Yeah, baseball cap on, looking down at the floor. I don't know how many times you've done that when you're walking down the street trying to stay incognito. It's like 'Woah, signpost!' 'Oh, someone's dog!' It's amazing what you see. How much chewing gum you see and how many people's shoes you see. It's a mess."

RELATED: Prince Harry and Oprah Winfrey Reveal Premiere Date for Their Much-Anticipated Mental Health Series

Prince Harry, 36, added that they feel more "free" after relocating to California last year with their 2-year-old son, Archie.

"Here, I can actually lift my head and I feel different. My shoulders have dropped, so has hers," he said. "You walk around feeling a little bit more free. I get to take Archie on the back of my bicycle. I never had the chance to do that."

Samir Hussein/WireImage Meghan Markle and Prince Harry

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Prince Harry appeared on the podcast episode to promote his new mental health series with Oprah Winfrey The Me You Can't See, premiering on May 21 on Apple TV+.

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

Harry also opened up about going to therapy and how Meghan, 39, encouraged him to seek professional help.

"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?"