The Duchess of York says on "The Oprah Winfrey Show" that she went to Thailand instead of attending last month's marriage of Prince William to Kate Middleton, now the Duchess of Cambridge.
"It was so difficult," Ferguson said in quotes provided by Harpo Productions. "Because I wanted to be there with my girls and to - and to be getting them dressed and to go as a family."
Ferguson's daughters, Princess Beatrice and Princess Eugenie, attended the wedding with their father and Ferguson's former husband, Prince Andrew. Ferguson said she spoke with Prince Andrew and her daughters throughout that morning.
"He made me feel very part of the day on April the 29th," Ferguson said.
But Ferguson, who last spring talked to Winfrey about being caught on video offering access to Prince Andrew for $US724,000, went on to say she thought it "was quite right they didn't invite me."
"I felt that I ostracised myself by my behaviour, by the past, by living with all the regrets of my mistakes," Ferguson said. "That I sort of wore a hair shirt and beat myself up most of the day thinking and regretting why did I make such a mistake?"
Ferguson also discussed Prince William's mother, the late Princess Diana.
"I think Diana would be so proud of her son," Ferguson said. "And I really love the feeling that sort of Diana and I both weren't there. But I'm here to say how proud she would have been and Kate looked utterly beautiful."
Ferguson's new series "Finding Sarah" is to premiere in June on Winfrey's new cable station, OWN. Winfrey is ending her talk show May 25 after 25 years.