Cressida, 31, dated the Duke of Sussex for three years after meeting in 2012. His cousin, Princess Eugenie, introduced them.
However, it is believed one of the reasons they broke up was because she was keen to make her own way in the world.
And now her comments indicate she may have also felt constrained by being an 'It girl' in high society.
Actress Cressida recently wowed viewers with her role in White House Farm.
She is reported to have told the Daily Telegraph: "I just hope that this role has shown people what I can do and what I would like to do going forward and not be caught in a box in any way."
I think that has limited me in certain situations in my life.
Cressida played schizophrenic Sheila Caffell in the drama, the sister of murderer Jeremy Bamber.
The programme portrayed the events surrounding the White House Farm killings that shocked the country in 1985.
Many viewers hailed her performance as "outstanding". Meanwhile some thought it was "mad" she was starring in the ITV series.
Her other TV acting appearances have included roles in Trinity, Doctor Thorne, The Bye Bye Man and Tulip Fever.
'Grown in confidence'
She believes moving on from being in the spotlight for her royal associations has helped build her self esteem.
Reportedly reflecting on life after Prince Harry, she said: "I think I have grown confident and fortunately I have learnt not to sweat the small stuff too much. And I just think it has definitely given me a stronger sense of purpose and a stronger sense of what I want or don't want."
She also seemed to hint at what her life may have been if she had become the Duchess of Sussex.
Cressida continued: "The fear of failing, the fear of rejection, the fear of not getting it right, the fear of not being perfect… I think that has limited me in certain situations in my life."
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