Winfrey and Crowe, a Sydney local, set sail in Sydney Harbor followed by dozens of yachts and a tall ship, which was carrying some of Winfrey's 300 lucky fans who were flown to Australia for the eight-day trip.
Winfrey is set to film two episodes of her show at the Sydney Opera House as part of her Ultimate Australian Adventure.
The first Sydney-filmed episode features appearances by Aussie actor Russell Crowe and rapper Jay-Z. Other guests include Hugh Jackman, Nicole Kidman, Keith Urban, Olivia Newton John, Bon Jovi, and of course a few surprises.
Joining her 300 American guests, 6,000 Australian fans were randomly selected after applying for tickets to the Opera House tapings.