The media mogul, who was a guest at the Duke and Duchess of Sussex's royal wedding in May 2018, attended The Hollywood Reporter's inaugural Empowerment in Entertainment Gala in Hollywood last night on Tuesday.
During the event, Winfrey was questioned about the duchess' choice to turn away from royal convention by keeping the birth of her first child private.
"Oh my god, I'm so proud of her decisions," the 65-year-old told Entertainment Tonight.
"Do you know, to be able to stand up and say this is what I really want for my baby and my family and I’m going to do it a different way, when it’s been done that way for a thousand years?"
Winfrey added that she's "so proud" of Prince Harry and Meghan for sticking with "what is the truth for them" and "how they want to raise their baby".
As per royal tradition, following the births of Prince George, Princess Charlotte and Prince Louis, the Duchess of Cambridge took part in a photocall on the steps of the Lindo Wing at St Mary's Hospital.
The media executive explained that, in her opinion, a woman who's just given birth shouldn't feel as though they need to "stand before the world and put that face on a day after you've had a baby".
"So I think for her and him, I’m sure it was a mutual decision for the two of them to make that decision, I think it’s a great thing," Winfrey said.
"And truthfully, it ain’t nobody else’s business."
“The Duke and Duchess look forward to sharing the exciting news with everyone once they have had an opportunity to celebrate privately as a new family," the announcement read.
During the Empowerment in Entertainment Gala event, at which Winfrey received the Inaugural Empowerment Award, she also revealed the present she'll be giving Prince Harry and Meghan's first child.
"I have a standard gift that I do for people that I really care about," Winfrey told Access Hollywood.
"I don't know the baby's name or the baby's gender, but this baby will have enough books to last a lifetime."
The series, which will launch in 2020, will be a "dynamic multi-part documentary series" which focuses on "both mental illness and mental wellness".
For all the latest on the royal baby, follow The Independent's live blog here.