In the comments made in ITV an documentary which was broadcast on Sunday night, the Duke of Sussex acknowledged that there had been deepening tensions between himself and William, following months of speculation about the state of the brothers' relationship, The Daily Mail said in its report.
The hour-long documentary, "Harry & Meghan: An African Journey", followed the royal couple during their official tour of Africa last month.
Palace aides have repeatedly denied reports of a rift between the Sussexes and the Cambridges, who had once been championed as the royal family's "Fab Four".
But asked how much of the speculation was true, Harry pointedly refused to deny a falling out.
The 35-year-old initially laughed in response to the question, then added: "Part of this role, part of this job and this family being under the pressure it is under, inevitably stuff happens.
"But look, we are brothers, we will always be brothers. We are certainly on different paths at the moment but I will always be there for him and, as I know, he will always be there for me.
"We don't see as much as we used to because we are so busy but I love him dearly and the majority of stuff is created out of nothing. As brothers, you have good days, you have bad days."
In the documentary, Prince Harry alsoe also attacked the press over the public scrutiny that he and wife Meghan Markle have faced, The Daily Mail reported.
"I will not be bullied into playing a game that killed my mum."
The extraordinary attack against the media comes after he and Meghan launched legal action against several British newspapers.
Meghan also opened up in the documentary, saying she was "existing, not living" and also struggling with the pressures of royal life and media scrutiny.
( With inputs from IANS )