The British actress, who dated Prince Harry from 2012 to 2014 after being introduced by Princess Eugenie, hinted at her frustration at “always” being asked about her relationship in the article.
She said: “No one likes to be labelled. The hurdles for me are when I’m trying to do my work and people want to talk about [Harry].
"I work very hard and love what I do but it is still something I have to contend with.”
When asked if she felt for Meghan Markle, a fellow actress, for the scrutiny she receives, Cressida said: “I wouldn’t take a position on that because it would be a headline. Also out of respect.
"It feels like a long time ago. When it comes up it feels strange because I’m in a different place.”
Despite splitting from the Duke of Sussex six years ago, the pair remain on good terms, with Cressida even attending Harry and Meghan’s royal wedding in 2018.
Cressida is currently engaged to estate agent Harry Wentworth-Stanley.
Harry's ex has spoken out in the past about her struggle with the pressure of royal life when she was dating the Prince, admitting she couldn't walk down the street without being judged or photographed.
"She just said it was awful because every time she walked down the street she could hear people criticising her," Majesty magazine editor Ingrid Seward told a literary festival in 2016.