Harry, who with wife Meghan signed a multimillion production deal with Netflix last year, said he preferred The Crown to the news stories written about him in British newspapers.
"I'm way more comfortable with The Crown than I am seeing the stories written about my family or my wife or myself," he said.
"Because … that [The Crown] is obviously fiction, take it how you will.
"But this is being reported on as fact because you're supposedly news. I have a real issue with that."
When asked who he would like to play him on the show Harry put forward Billions star Damien Lewis.
Harry's comments contrast with previous claims that the royals were "furious" about The Crown's latest season, which detailed the breakdown of Prince Charles and Princess Diana's marriage.
Friends of Prince Charles allegedly told Mail on Sunday that the series was "trolling on a Hollywood budget".
Prince William was also said to be upset with the series and reportedly felt his parents "were being exploited and being presented in a false, simplistic way to make money".
UK politicians and Diana's brother Charles Spencer last year called for a disclaimer on the show.
"I think it would help The Crown an enormous amount if, at the beginning of each episode, it stated that: 'This isn't true but it is based around some real events'," Earl Spencer told UK talk show Lorraine.
"I worry people do think that this is gospel and that's unfair."
Netflix has previously said it will not be adding a disclaimer to its series after writing to the UK government's culture secretary, Oliver Dowden, to reject the suggestion.
"We have always presented The Crown as a drama, and we have every confidence our members understand it's a work of fiction that's broadly based on historical events," a spokesperson said.
"As a result, we have no plans – and see no need – to add a disclaimer."