The 31-year-old model used last night's TV appearance to reveal that she had lost Peter Andre's baby just weeks before her marriage breakdown.
Reflecting on the interview, Morgan told The People: "She was feisty, fiery, emotional, contrite and startlingly honest. I defy anyone not to watch the programme and feel enormous empathy with her.
"Whether you love her or hate her, she has been through a hell of a difficult few weeks."
The programme, screened in a primetime slot on the network, was first announced at the beginning of the month following a backlash against Price in the media.
Britain's Got Talent judge Morgan, who is believed to be a friend of Katie, previously quizzed the star for his Life Stories programme earlier this year.