"Finding Sarah" is a six-part series airing on Oprah Winfrey's Network, OWN, where Ferguson goes on a soulful journey to rebuild her self-esteem. Along the way, she is helped by experts (and friends of Winfrey) including Dr. Phil McGraw and financial adviser Suze Orman.

Ferguson says the most difficult lesson she had to learn was about regret and to accept that she can't change the past.

One regret she is likely referring to is the scandal from May of last year where she was filmed by an undercover journalist, posing as an Indian businessman negotiating a payment to the duchess for access to Prince Andrew. Ferguson maintains that she never really would have sold access to her former husband and that she needed the money for a friend. "Finding Sarah» premieres June 12 on OWN.