Sarah Ferguson said royals can't have it both ways when leaving the family saying "you're either in or out".
The Duchess of York said that members who chose to leave "can't sit on the fence".
The 63-year-old also added that if you chose to leave the royal family you can't complain about not being invited to royal events such as weddings.
Her comments come amid tensions between the Duke and Duchess of Sussex and the royal family since stepping back in 2020.
The duchess, also known as Fergie, was married Prince Andrew until her divorce in 1996.
She still shares the Royal Lodge in Windsor with her ex-husband and travels frequently between the US and the UK.
In her interview with The Independent, she didn't refer to Prince Harry and Meghan Markle directly while reflecting on her own departure from the Firm.
She said: "Well, you can’t have it both ways. You can’t sit on the fence and keep one foot in and one foot out. You’re either in or out.
“But then don’t cry about not being invited to weddings. You chose to leave, now go and live it – and be it.”
While promoting her new romance novel, A Most Intriguing Lady, she also compared the time when she stepped back from the royal family to Harry and Meghan's departure.
She said: “I married into the royal family in 1986 and that was an immense honour but it also came with pressures of being in the public eye. I struggled with that at times, and I think social media probably makes it even more difficult today."
She added: “I don’t believe in judging anyone, and I would just ask for a little more kindness.”
She also hinted that titles "doesn’t make you the person you are".
Like Harry and Meghan, she dropped her HRH title after stepping back from royal duties and no longer receives public funds.
Prince Archie and Princess Lilibet were not given HRH titles at birth due to their position in the line of succession, but now changes have been made after formal discussions took place with King Charles.
When the announcement came that one-year-old Lilibet has been christened, a spokesperson for Harry and Meghan officially used the 'princess' title for the very first time.
The royal family's official website has been changed to reflect the Sussex kids' new title and a spokesman for the couple said: "The children's titles have been a birthright since their grandfather became Monarch. This matter has been settled for some time in alignment with Buckingham Palace."
