REVEALED: Meghan and Prince Harry filmed explosive interview with Oprah at Gayle King's California mansion Meghan Markle and Prince Harry filmed their bombshell interview with Oprah Winfrey at Gayle King's sprawling California mansion Interview was initially believed to have taken place at Meghan and Harry's $14.5M Montecito home, but it was actually done at home of Oprah's best friend Teasers from interview show couple sitting across from Oprah in a courtyard surrounded by greenery, but little else is known about King's home Gayle, 66, is an anchor on CBS - the network that will air her pal Oprah's explosive sit-down with Harry, 36, and Meghan Markle, 39, on Sunday