She said an assistant refused to serve her in an upmarket handbag shop in Zurich.
Winfrey, one of the world’s richest women, was apparently told one of the bags was “too expensive” for her.
Her claims, made to a US television programme, come amid a political row over plans by some Swiss towns to ban asylum seekers from some public places.
The BBC’s Imogen Foulkes in Berne says human rights groups have likened the plans – which include banning asylum seekers from swimming pools, playing fields and libraries – to apartheid.
The star made an estimated $77m last year
Winfrey, who stars in Lee Daniels’ new film The Butler, visited Zurich last month to attend singer Tina Turner’s wedding. The Oprah Winfrey Show is not shown in Switzerland.
Winfrey said she left the shop calmly without arguing, but that the experience was proof that racism continues to be a problem.
“There’s two different ways to handle it,” she said.
“I could’ve had the whole blow-up thing… but it still exists, of course it does.”
Shop owner Trudie Gotz told the BBC that an assistant had shown Winfrey several other items before the “misunderstanding” over a $35,000 (£22,500) bag, which was kept behind a screen.
Winfrey’s claims are a public relations disaster for Switzerland, our correspondent says.
About 48,000 people are currently seeking asylum in Switzerland. It has twice as many asylum seekers as the European average.
Officials say the curbs, which will also see asylum seekers housed in special centres, are aimed at preventing tensions with residents.
The country’s asylum laws were tightened in June.
- Oprah ‘suffers racism’ in Zurich (bbc.co.uk)
- Oprah race snub a ‘misunderstanding’ (bbc.co.uk)
- Oprah Winfrey ‘was victim of racism’ in Switzerland (kokoma360.wordpress.com)