Prince Harry in ‘Bad Dad’ therapy

The source said: “Harry is still deeply sad.

“It is not the kind of behavior he ever wants his children to experience.”

Harry, 40, is also planning to ensure that he is “the best father he can be”, so Meghan is not the victim of the baby blues that his mother tortured – who was murdered at the age of 36 in a car in 1997 in Paris with her beloved Dodi Fayed.

Diana said her depression struck when she had her first son William, 42, less than a year after she joined ‘The Firm’ – just like Meghan.

She shocked the world when she told her death of affected depression six years before her death.

Diana told journalist Martin Bashir in her famous BBC1 Panorama interview from 1995 with the broadcaster that she was struck to post-partum depression after her first son William was born.

She said: “I was not good with postnatal depression, which nobody ever discusses, postnatal depression, you have to read about it afterwards, and that was a bit of a difficult time in itself.

“You would wake up in the morning with the feeling that you didn’t want to get out of bed, you felt misunderstood and just very, very low in yourself.

“In the space of a year my whole life had changed, turned upside down and it had its wonderful moments, but it also had challenging moments. And I could see where the rough edges should become slippery.”