The Hollywood actor has spoken to the US TV host for what will be his first broadcast interview since he announced his transition in an open letter on social media in December, saying he felt it was his duty to speak out.
He also spoke about his body, saying he feels comfortable now for the first time.
"I was expressing this to people in my life much before posting that letter, and telling people for the first time, and knowing I wanted a moment to become comfortable in myself and to be able to get to that point," the 34-year-old told Winfrey.
"For me, in this time we're in right now and especially with this horrible backlash we're seeing towards trans people, particularly trans youth, it really felt imperative to do so."
The actor was referencing a wave of laws in states across the US limiting young transgender people from accessing certain medical treatments or in some cases participating in sports.
Winfrey also asked Page what part of his transition had brought him the most joy.
Getting emotional, he said: "Getting out of the shower and the towel's around your waist and you're looking at yourself in the mirror and you're just like, 'there I am'. And I'm not having the moment where I'm panicked, I'm not having all these little moments that used to be...
"Just being in a T-shirt. It's being able to touch my chest and feel comfortable in my body for the, probably the first time. Tears of joy."
Page is known for an Oscar-nominated role in 2007 coming-of-age drama Juno and for playing Vanya Hargreeves in Netflix superhero series The Umbrella Academy.
Posting a clip from the interview on Instagram, Page wrote: "My feelings aren't really linear. I feel emerging joy and excitement one moment, and then in the next, profound sadness reading about people wanting to take gender-affirming healthcare away from children.
"I feel so grateful to be at this place in my life, and I want to use the strength I have to help in all the ways that I can. How can I feel grateful for my joy, and embrace my joy, and allow myself to have that joy - but then put that joy and that love into action?"
The Elliot Page episode of The Oprah Conversation premieres on Friday 30 April on Apple TV+.