The multi-part documentary series, which will air on the Apple TV platform in 2020, was co-created and produced by the Duke of Sussex and Winfrey.
It aims to inspire viewers to have an “honest conversation about the challenges each of us faces,” according to a statement from Kensington Palace.
The statement added that the project will attempt to equip people “with the tools to not simply survive, but to thrive.”
Harry said he was “incredibly proud” to be working alongside Oprah on the “vital” series.
“I truly believe that good mental health – mental fitness – is the key to powerful leadership, productive communities and a purpose-driven self,” Harry said.
“It is a huge responsibility to get this right as we bring you the facts, the science and the awareness of a subject that is so relevant during these times.
“Our hope is that this series will be positive, enlightening and inclusive – sharing global stories of unparalleled human spirit fighting back from the darkest places, and the opportunity for us to understand ourselves and those around us better.”
Winfrey, who attended Harry’s wedding to Meghan Markle – now the Duchess of Sussex – in May, told “CBS This Morning” Wednesday that the collaboration began when she was having a conversation with the prince and asked him what the most important issues facing the world were.
“He said there were two,” she said. “He said climate change and he said mental wellness, mental fitness, mental health.”
Winfrey subsequently told him about the series she was working on for Apple, upon which he expressed his interest in getting involved.
“He said at the end of the conversation ‘If there is anything I can do to help…” she recalled.
The pair held secret meetings in London to pull the project together, she said.
“Our hope is that it will have an impact on reducing the stigma and allowing people to know that they are not alone, allowing people to speak up about it and being able to identify it for themselves and in their friends,” Winfrey said.
The TV star also addressed the treatment her friend Meghan, the Duchess of Sussex, has received in the press as Harry’s wife, noting that she thinks it is unfair.
“I feel that if people really knew her they would know that she is not only everything that we perceive of her as being graceful and dynamic in holding that position, but she just has a wonderful, warm, giving, loving heart,” Winfrey said.
The TV series will build on Harry’s longstanding commitment to tackling mental health issues and raising awareness of mental illness.
He launched the “Heads Together” mental health campaign in 2017 alongside his brother, Prince William.
The campaign leads a coalition of mental health charities in order to provide support for people affected by mental illness, along with raising awareness and tackling stigma.