The 34-year-old royal has allegedly met his sibling's American flame, but he's said to be dismayed by his decision to confirm their relationship in the strong-worded public message and hit out at the "sexism and racism" the Suits actress had faced.
A source told the Daily Mail newspaper: "He thinks Harry made a mistake in confirming the relationship and releasing such an emotional statement so soon.
"William knows that his brother can be hot-headed and understands that it is something he felt very strongly about.
"Privately, he shares a lot of the sentiments he and Meghan expressed as, make no mistake, she was very involved in the statement too."
However, a spokesman for The Palace told Mirror Celeb: "The Duke of Cambridge absolutely understands the situation concerning privacy and supports the need for Prince Harry to support those closest to him."
Harry was introduced to divorcee Meghan, 35, by mutual friend Markus Anderson at London's Soho House in June and things are already pretty serious between them.