The talk show host said an assistant refused to serve her in an upmarket handbag shop in Zurich.
Oprah Winfrey, one of the world’s richest women, was apparently told the bags on display were “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.
Human rights groups have likened the plans – which include banning asylum-seekers from swimming pools, playing fields and libraries – to apartheid.
Oprah 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.
She 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,” Oprah Winfrey said.
“I could’ve had the whole blow-up thing… but it still exists, of course it does.”
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.
Switzerland’s asylum laws were tightened in June.
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