The American talk show host said the couple’s decision to "move forward in peace" had been made after "months" of consideration.
The 65-year-old made the comments while out in New York with her friend Gayle King.
“I support them 1,000 percent,” Winfrey told TMZ.
“You know why I support them? I support them because I believe, when you have thought about this as long as they have — and even in the Queen’s statement [she] says, ‘This has been going on for months,’ these discussions have been going on for months — and when Harry said in that charity statement the other day [that] he had to make the decision to move forward in peace with his new family.
"Who doesn’t feel what that takes to make that decision - to give up everything you’ve known your whole life; to say 'I’m going to choose this new life or what I believe to be the truest vision for myself'?”
Winfrey condemned anyone who had negative comments about the decision and said the couple should not be judged.
“He did what he needed to do for his family. I don’t think anybody has any right to say anything,” she added.
"When a person has thought what is the best decision to make for my family and then he makes that decision — none of us have any right to say anything about that.”
Ms King added that Meghan and Harry “didn’t make the decision in a vacuum”.
“There were a lot of conversations. That’s why I thought it was very unfair to say the Queen was blindsided," she added.
“Even the Queen’s own statement said these conversations have been going on for months.”