King Charles was asked if he had seen the Duke and Duchess of Sussex's Netflix series, as he appeared for the first time, hours after the first three episodes aired.
The monarch, 74, sidestepped the question as he carried out engagements in London's King's Cross on Thursday.
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Prince Harry touched on his parents' divorce in episode two, saying he and Meghan were keen "not to make the same mistakes our parents did" while bringing up their children.
The couple both spoke about how the breakdown of their parents’ marriages had affected their approach to raising son Archie, three, and daughter Lilibet, one.
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King Charles was asked about the documentary in London
Meghan said: "There's so much from anyone’s childhood that you bring with you into the present. Especially when you're the product of divorce."
Harry added: "What's most important to the two of us is to make sure that we don’t repeat the same mistakes that perhaps our parents made.
Harry spoke about the effect his parents' divorce has had
"I think most kids who are the product of divorced parents have a lot in common, no matter what your background is.
"Being pulled from one place to another or maybe your parents are competitive, or you're in one place longer than you want to be or in another place less than you want to be. There's all sorts of pieces to that."
King Charles was asked about the docuseries as he joined a reception with Christian Communities in King's Cross.