The Duke of Sussex says he and his brother are "on different paths" and have "good days" and "bad days."
He was answering a question from journalist Tom Bradby about rumours of a rift between himself and the Duke of Cambridge, in a year which has seen Harry and his wife Meghan split from their joint charity with William and Kate, the Duchess of Cambridge.
Harry said that "inevitably stuff happens", particularly with such a high-profile role and a family that lives under pressure.
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Harry told the ITV documentary Harry & Meghan: An African Journey: "We are brothers. We will always be brothers.
"We are certainly on different paths at the moment but I will always be there for him as I know he will always be there for me.
"We don't see each other as much as we used to because we are so busy but I love him dearly.
"The majority of the stuff is created out of nothing but as brothers, you know, you have good days, you have bad days."
The two couples have gone from being the "Fab Four" royal charity power team to dividing their focus into two separate foundations.
After the split was announced earlier this year sources denied any feud, saying the move was "largely about preparing both couples for their future roles, which are obviously on divergent tracks".
William and Kate will remain with the original charity while Harry and Meghan establish their own new charitable foundation.
The foundation said the couples will continue to work together, including on the Heads Together mental health campaign.
The Royal Foundation venture lasted 16 months after being set up by William and Harry in 2009 to run all their charity campaigns.