Prince Harry said his life in the US is what his mother Princess Diana would have "wanted" for him.

The Duke and Duchess of Sussex relocated to Montecito, California four years ago, after announcing they would step back as senior royals and work to become financially independent.

Speaking to Andrew Sorkin at The New York Times Dealbook Summit on Wednesday, the prince was asked if he planned to remain in America for good. "I do," he said, "I very much enjoy living here and bringing my kids up here".

He added his family were able to access a degree of privacy and freedom they "undoubtedly wouldn't be able to do in the UK" due to concerns around security.

Harry has pursued legal action over changes to his police protection for when he is in the UK. His security was downgraded when he stopped being a working royal.

In the interview, he spoke of the impact of life in the spotlight on his mental health and on his mother, Princess Diana who was killed in a 1997 car crash in Paris while being chased by photographers.

"I think again, when you are kind of trapped within this bubble, it kind of feels like there's no way out," Harry said.

He continued: "What happened to my mum and the fact that I was a kid and felt helpless, there comes the inner turmoil. I felt helpless.

"One of my biggest weaknesses is feeling helpless."

He said what worried him most was "that would happen to me, or to my wife, or to my kids".

For now, Harry said his focus was on "being the best husband and the best dad that I can be".

Asked about the press attention he and his wife receive, he made a joke that they had apparently moved house and divorced "10-12 times".

"It's just like what? It's hard to keep up with but that's why you sort of ignore of it," he said.

The Duchess of Sussex meanwhile made an appearance at a fundraising gala in Beverly Hills, California, on Wednesday night.