The disgraced Australian entertainer, who died on May 10 aged 93, was a family favourite for decades before being convicted of a string of indecent assaults in June 2014.
On Wednesday, Feltz recalled to This Morning an incident during a segment when she was presenting Channel 4's morning talk show The Big Breakfast - which previously aired from 1992 to 2002.
When she was the on-the-bed interviewer, Feltz said "she could hear" her dress being "scrunched up" by Harris.
"I was absolutely shocked because it's Rolf Harris, for goodness sake, that we all adored," she said.
"And also (it was) live on telly. And also, it's a daytime, lovely show with lots of kids watching.... so I couldn't say, 'Get your hand off my leg', or, 'Stop touching me'."
She added: "He knew that he was doing it to me in those circumstances where I couldn't do anything."
Feltz said she "suddenly" threw to a break which "TV presenters are not really allowed to do" and "jumped off the bed".
She added: "For all I knew I was the only person that had ever happened to, I didn't know... Nobody had ever said a bad word about him in front of me."
Feltz said police went to her house in 2013 to ask about footage from the incident.
Harris was the second person convicted under the high-profile sex crime investigation Operation Yewtree, set up in the wake of abuse claims made against late DJ and entertainer Jimmy Savile.
Harris was jailed for five years and nine months after being convicted of 12 assaults which took place between 1968 and 1986.
Mr Justice Sweeney told him: "Your reputation lies in ruins. You have been stripped of your honours and you have no-one to blame but yourself."
In May 2017, Harris was formally cleared of four unconnected historical sex offences, which he had denied.
Later the same year, one of the 12 indecent assault convictions was overturned by the Court of Appeal.
On May 19 2017, Harris was released on licence, less than three years after his sentence began.
His death certificate, filed at Maidenhead Town Hall and seen by the PA news agency, lists the causes of death as neck cancer and "frailty of old age".
Harris died at his home in Bray, Berkshire.
This Morning was presented by Alison Hammond and Craig Doyle on Wednesday after Phillip Schofield's departure from the talk show and Holly Willoughby took early half-term holiday leave.
17°C