She expressed support for her ex-husband, who was forced to quit royal duties following his disastrous Newsnight interview about his association with convicted sex offender Jeffrey Epstein.
In an interview with Vogue Arabia, believed to have been carried out before Andrew stepped down from public life, Sarah said the claims surrounding him were "nonsense" and also compared herself to the Duchess of Sussex.
Of Andrew, who has strenuously denied claims from Virginia Giuffre that he slept with her when she was 17 after she was trafficked by Epstein, the duchess said: "When I talk about Prince Andrew, I talk about family because the last six months have been hard on the girls and me.
"To see such a wonderful man go through such enormous pain ... he is the best man I know.
"It's just incredible what he has done for Britain and it's all nonsense."
US-born former actress Meghan has revealed how she had tried to cope with the pressures of her new life by putting on a "stiff upper lip" but was not prepared for the intensity of tabloid interest.
Sarah said: "It must be hard for Meghan and I can relate to her.
"I believe she is modern and fabulous ... I tend not to give advice because it is taken out of context, but I have been in Meghan's shoes and I still am.
"There's always a twist of negativity and it just gets so sad and tiring - it's hard and mean."