A palace insider told The Sun there is "a great deal of nervousness" at Buckingham Palace surrounding the interview.
Prince Harry and Meghan Markel have agreed to an "intimate" and "wide-ranging" interview with talk show host queen Oprah to discuss their shock departure from royal life.
It is believed the announcement left the Palace feeling "blindsided" as sources say the Royals were not aware of the interview.
"The Duke and Duchess are no longer working members of the royal family. Therefore, any decisions they make with regard to media commitments are matters for them," a source told the Mirror.
"As non-working members of the royal family, they are under no obligation to inform the Royal Household of such plans."
The interview is rumoured to be worth millions.
The nerves are said to stem from what the couple could say as the Palace has no control over their deals.
"One only has to look at the previous instalments of the tell-all interview to know these things never end up with a wholly positive experience for any party.
"Everyone will be watching with intense interest," a source told the Mirror.
Social media users have also noticed the similarities this interview move has to Princess Diana's 1995 TV interview with Martin Bashir.
In 1995, Diana did not inform her anyone from the Palace of her plans to take part in a tell-all interview.
The interview saw Diana openly discuss the treatment she received during her time in the family and while married to her ex-husband, Prince Charles.
Meg, I was there at your wedding to witness this love story begin, and my friend, I am honoured to capture it grow. Congratulations to The Duke and Duchess of Sussex on this joyous news!#remoteshoot#shotonipad#shotbymisanpic.twitter.com/3iSYjydVj9
CBS revealed that Oprah will be hosting a 90-minute prime time "intimate conversation" with the couple airing on Sunday, March 7, reports People.
CBS said in a statement, "Winfrey will speak with Meghan, The Duchess of Sussex, in a wide-ranging interview, covering everything from stepping into life as a Royal, marriage, motherhood, philanthropic work to how she is handling life under intense public pressure.
"Later, the two are joined by Prince Harry as they speak about their move to the United States and their future hopes and dreams for their expanding family."
It's not yet clear whether there will be "no go" topics of discussion such as other members of the royal family. But the prospect of a tell-all interview about their decision to leave the UK will no doubt send shockwaves through the rest of The Firm.
The pair also recently announced they are expecting their second child later this year.