When Bradby brought up the awkward subject, Harry confirmed they "don't see each other as much" these days.
"Umm … part, part of this role and part of this job and part of this family being under the pressure that it's under, inevitably, stuff happens. But look, we're brothers, we'll always be brothers — and we're certainly on different paths at the moment," he replied.
Bradby, who has known Harry personally for years, elaborated on the Duke's comments during an interview on Good Morning America on Wednesday.
"All brothers have good days and bad - but I think the real issue here is not so much interpersonal issues - that's something that's better to remain private because, like all sibling relationships, it's complicated," Bradby explained.
"But the really important thing, the difficulty they have is that they have almost two entirely parallel narratives about a whole bunch of stuff."
He went on to explain that among the most significant are their opposing views on Princess Diana's death.
"Harry feels quite simply that the press killed his mother and is now in danger of trying to damage his wife. William has a more nuanced view of that — yes, their mother did have a very hard time, but she also made a mistake in allowing the press in and is absolutely adamant that that shouldn't happen," Bradby said.
"(William) thinks his brother is sometimes too open and then sometimes tries to close up - and that doesn't work."
Another issue, according to the reporter and royal confidante, is the huge divide between their current roles.
"Harry is essentially trying something new, he's appealing to a new demographic - as he sees it - in a new way, and William has to play things in a more traditional way, and I think that's where really most of the tension lies," Bradby explained.
In another scene from the documentary, Meghan opened up about the struggles of her new royal life to Bradby, admitting the last year of her life had been "hard".
"I don't think anybody could understand that. But in fairness, I had no idea — which probably sounds difficult to understand here. But when I first met my now-husband, my friends were really happy because I was so happy, but my British friends said to me: 'I'm sure he's great, but you shouldn't do it because the British tabloids will destroy your life'."
"I, very naively because I'm American and we don't have that there, (said), 'What are you talking about? That doesn't make any sense! I'm not in tabloids!' I didn't get it. So, umm … it's been complicated."
"Can you put up with this? Can you deal with it? Can you manage it? Can you continue with it? And what happens if you can't?" Bradby asked.
"I've said for a long time to H — that's what I call him — it's not enough to just survive something. That's not the point of life," she said.
"You've got to thrive. You've got to feel happy.
"I think I really tried to adopt this British sensibility of a stiff upper lip. I tried, I really tried, but I think what that does internally is probably really damaging. The biggest thing I know is that I never thought this would be easy, but I thought it'd be fair, and that's the part that's really hard to reconcile. But I don't know … I'm taking each day as it comes."