The 32-year-old released the statement via his communications secretary in response to the harassment, "sexism and racism" Meghan has received.
In the lengthy, heartfelt post, Harry acknowledged that there is "significant curiosity about his private life" but appealed to fair-minded people to respect Meghan's privacy. He is also "worried" and "deeply disappointed that he has not been able to protect" the Toronto-based actress.
The full statement reads: "Since he was young, Prince Harry has been very aware of the warmth that has been extended to him by members of the public. He feels lucky to have so many people supporting him and knows what a fortunate and privileged life he leads.
"He has never been comfortable with this, but he has tried to develop a thick skin about the level of media interest that comes with it. He has rarely taken formal action on the very regular publication of fictional stories that are written about him and he has worked hard to develop a professional relationship with the media, focused on his work and the issues he cares about.
"But the past week has seen a line crossed. His girlfriend, Meghan Markle, has been subject to a wave of abuse and harassment. Some of this has been very public – the smear on the front page of a national newspaper; the racial undertones of comment pieces; and the outright sexism and racism of social media trolls and web article comments.
"Some of it has been hidden from the public – the nightly legal battles to keep defamatory stories out of papers; her mother having to struggle past photographers in order to get to her front door; the attempts of reporters and photographers to gain illegal entry to her home and the calls to police that followed; the substantial bribes offered by papers to her ex-boyfriend; the bombardment of nearly every friend, co-worker, and loved one in her life.
"Prince Harry is worried about Ms. Markle's safety and is deeply disappointed that he has not been able to protect her. It is not right that a few months into a relationship with him that Ms. Markle should be subjected to such a storm. He knows commentators will say this is 'the price she has to pay' and that 'this is all part of the game'. He strongly disagrees. This is not a game – it is her life and his.
"He has asked for this statement to be issued in the hopes that those in the press who have been driving this story can pause and reflect before any further damage is done. He knows that it is unusual to issue a statement like this, but hopes that fair-minded people will understand why he has felt it necessary to speak publicly."
Harry and Meghan, 35, secretly started dating over the summer after meeting through mutual friends.