Harry, 35, gave a glimpse into his relationship with William, 37, in a documentary that aired on London's ITV Sunday night featuring interviews conducted during his recent trip to Africa with his wife, Meghan, Duchess of Sussex.
He was asked whether tabloid reports about a rift with William were true.
"Part of this role and part of this job and this family being under the pressure that it's under, stuff happens, but we're brothers,'' he said. "We'll always be brothers. We're certainly on different paths at the moment, but I'll always be there for him and as I know he'll always be there for me."
There have also been plenty of tabloid stories detailing alleged tension between the brothers' wives as Harry and Meghan have asserted more independence. The Duke and Duchess of Sussex split their charitable efforts from William and Catherine, Duchess of Cambridge, by forming their own foundation in July.
That announcement came after Harry and Meghan moved out of Kensington Palace, the home of William, Kate and their three children, into their new residence at Windsor's Frogmore Cottage in April.
"We don't see each other as much as we used to because we're so busy, but I love him dearly and the majority of the stuff is created out of nothing,'' Harry said. "As brothers, you have good days, you have bad days."
"Look, any woman, especially when they're pregnant, you're really vulnerable, and so that was made really challenging,'' she said. "And then when you have a newborn, you know?"
She then became emotional when talking about the toll that being in the spotlight has taken on her.
"Especially as a woman, it's really, it's a lot, so you add this on top of just trying to be a new mom or trying to be a newlywed, it's ... well, I guess I also thank you for asking because not many people have asked if I'm OK,'' she said. "But it's a very real thing to be going through behind the scenes."