She says "Fergie baiting sells papers" and she believes the show would probably be received negatively in her native country.
"Finding Sarah" is a six-part series airing on Oprah Winfrey's Network, OWN, where the duchess goes on a soulful journey to rebuild her self-esteem. Along the way she is helped by experts (and friends of Winfrey) including Dr. Phil McGraw and financial expert Suze Orman.
Ferguson says the most difficult lesson she had to learn was about regret and to accept that she can't change the past.
"Finding Sarah" premieres in the US on June 12 on OWN.