Prince Harry has made his first comments about his and Meghan Markle's exit from the royal family on Sunday night, saying it has brought him “great sadness” but that there was “no other option” but to step away from their royal roles.

“I would step my family back from all I have ever known, to take a step forward into what I hope can be a more peaceful life,” Harry said.

Harry made the comments at a private dinner on Sunday evening, during a seven-minute speech in aid of his Sentebale charity, which supports children affected by HIV in Africa.

A video of the speech was posted on the Sussex Royal Instagram page.

Harry paid a powerful tribute to Meghan, saying “she upholds the same values as I do.” Harry said they were “hopeful” when they got married—“we were here to serve”—but there “really was no other option,” but to give up their working lives within the royal family.

Harry also paid a powerful tribute to the Queen—saying he has the “utmost respect” for “my commander in chief”—and said he had hoped to be able to continue serving and merely forego public funding, but that it was not possible and he “accepted that.”

Harry was speaking the day after Buckingham Palace announced that Harry and Meghan, freshly released from their royal working lives, would no longer use their HRH titles, would receive no public funding, and would also reimburse the British taxpayer $3.1 million for the refurbishment of Frogmore Cottage, their home in Windsor.

The couple will live mostly in North America, and will pay rent on Frogmore, which they will use if and when they live in Britain.

Still unknown is the cost of Meghan and Harry's security, who will be paying for it, and whether they will continue to use the “Sussex Royal” brand they have built, as they are no longer working royals.

On Sunday, it emerged that Thomas Markle, Meghan’s estranged father, believes that Harry and Meghan are “destroying” and “cheapening” the royal family.

Like the Queen’s statement yesterday, Harry’s underlined a very deliberate outward message of royal family unity, after the tumult of the last few days.

In his Sunday night speech, Harry blamed his big bête noire, the media, saying it was a “powerful source, and my hope is one day our collective support for each other can be more powerful because this is so much bigger than just us.”

He raised a laugh when he said Archie had seen snow for the first time in recent days and thought it was “bloody brilliant.”  

Harry also made clear his and Meghan’s commitment to continue the work they hold dear. He revealed that the couple had initially hoped they could continue within their royal roles, but not be publicly funded. They had not been able to do so.

“What I want to make clear is we’re not walking away, and we certainly aren’t walking away from you. Our hope was to continue serving the Queen, the commonwealth, and my military associations, but without public funding. Unfortunately, that wasn’t possible.”

Harry described their move into the unknown as “a leap of faith.”

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A full transcript of Harry’s speech:

“I want you to hear the truth from me, as much as I can share, not as a Prince, or a Duke, but as Harry, the same person that many of you have watched grow up over the last 35 years, but with a clearer perspective.

“The U.K. is my home and a place that I love. That will never change.

“I have grown up feeling support from so many of you, and I watched as you welcomed Meghan with open arms as you saw me find the love and happiness that I had hoped for all my life. Finally, the second son of Diana got hitched, hurray!

“I also know you’ve come to know me well enough over all these years to trust that the woman I chose as my wife upholds the same values as I do. And she does, and she’s the same woman I fell in love with.

“We both do everything we can to fly the flag and carry out our roles for this country with pride. Once Meghan and I were married, we were excited, we were hopeful, and we were here to serve.

“For those reasons, it brings me great sadness that it has come to this.

“The decision that I have made for my wife and I to step back, is not one I made lightly. It was so many months of talks after so many years of challenges. And I know I haven’t always gotten it right, but as far as this goes, there really was no other option.

“What I want to make clear is we’re not walking away, and we certainly aren’t walking away from you. Our hope was to continue serving the Queen, the commonwealth, and my military associations, but without public funding. Unfortunately, that wasn’t possible.

“I’ve accepted this, knowing that it doesn’t change who I am or how committed I am. But I hope that helps you understand what it had to come to, that I would step my family back from all I have ever known, to take a step forward into what I hope can be a more peaceful life.

“I was born into this life, and it is a great honor to serve my country and the Queen.

“When I lost my mum 23 years ago, you took me under your wing. You’ve looked out for me for so long, but the media is a powerful force, and my hope is one day our collective support for each other can be more powerful because this is so much bigger than just us.

“It has been our privilege to serve you, and we will continue to lead a life of service.

“It has also been a privilege to meet so many of you, and to feel your excitement for our son Archie, who saw snow for the first time the other day and thought it was bloody brilliant!

“I will always have the utmost respect for my grandmother, my commander in chief, and I am incredibly grateful to her and the rest of my family, for the support they have shown Meghan and I over the last few months.

“I will continue to be the same man who holds his country dear and dedicates his life to supporting the causes, charities and military communities that are so important to me.

“Together, you have given me an education about living. And this role has taught me more about what is right and just than I could have ever imagined. We are taking a leap of faith—thank you for giving me the courage to take this next step.”