Jacobi Anstruther-Gough-Calthorpe said the buzz surrounding an impending wedding is "ludicrous".
The 30-year-old, who went to prep school with Prince William, spoke about his dancer Cressida's "sweet" nature and how she copes with the press attention.
"She's not a tough cookie at all," he told the Evening Standard. "She's a very sensitive, sweet girl, all my family are — they're incredible.
He spoke about the media's intense interest in his younger half-sister, who is the daughter of his mother Lady Mary-Gaye Curzon by another marriage.
"It's challenging, you can't deny it," he said. "It's not something that is easy for anyone dating a royal or marrying into the family or anyone in the royal family themselves.
"I think on some level it is different to any other type of fame.
"It's just an invasion of privacy, which is hard. I mean, there are people who court that, and it's a different mentality. But when you're not, and you have to spend your life hiding from it, I think that becomes very exhausting and quite hard work.
"And at times … I think it's a difficult thing, I think it's a very difficult thing."
Jacobi described his family, which includes his two sisters and six half and stepsisters, as "very private".
When asked if the prospect of the kind of media attention received by the Middletons occurred to him as a possibility for his own family he said, "It does. And it worries me. But you've got to go with life and see how things progress."
Rumours swirled that Harry and Cressida's relationship was becoming more serious last week. The Prince's blonde beauty reportedly quit her dancing career to become a PA.
"She doesn't want to do anything that will embarrass Prince Harry," a source told the Mail on Sunday. "I think she felt uncomfortable about photographs being seen of her dancing earlier this year."
Last year Jacobi's sister Isabella Anstruther-Gough-Calthorpe married Richard Branson's son Sam Branson in a beautiful wedding at the businessman's private game reserve in the South African bush. Along with his sister Holly, Sam is also close to the young royals.