Prince Harry and Meghan Markle filmed their Oprah interview at her house.The TV personality has been best pals with Oprah for decades, and fans thought it may have been her sprawling home where the surprising interview took place.But on Monday, hours after the interview aired on CBS, Gayle revealed that she does not have a home in California, let alone in the few miles between Oprah and Meghan in Montecito.READ: The most surprising revelations from Prince Harry and Meghan's Oprah interviewHello!