The Duke and Duchess of Sussex also attended the Young Leaders awards ceremony, where Sir Lenny Henry and Olympic boxer Nicola Adams were among the guests. "Meghan cried, I'm sure, she did cry, and they both said, 'Take care of yourself, we are really anxious about you, '" he said.
Prince Harry, 33, made a speech at the event, before sitting down to join his wife Meghan.
Cue a giggly scene for the Queen and Meghan who were all smiles and laughs.
According to The Sun, this is the first time Markle has attended the awards, which honor "exceptional young people" across the Commonwealth "dedicated to making lasting change in their community and beyond".
They've selected 60 people - one for every year that The Queen had served as Head of the Commonwealth at the time of her Diamond Jubilee - from across the Commonwealth each year to receive a Queen's Young Leaders Award and become "Queen's Young Leaders".
So #thomasmarkle do you know who truly loves your daughter enough to put her first... to keep quiet, put up with the constant harassment of paparazzi and support their daughter from afar, in private and will continue to be a part of her life? The Duchess of Sussex looked stunning in an elegant cream Prada outfit. "We look forward to meeting many of you this evening - but we also hope to see you in action in your home countries someday, too". "He still hasn't met Harry and is desperate for it to happen".
At the ceremony, Prince Harry spoke to the crowd: "It's an honour to be here today to recognise and celebrate this year's Queen's Young Leaders".
Australia's two winners were Caitlin Figueiredo and Hunter Johnson.
Meghan and Her Maj looked like firm friends as they sat together during a trip up to Cheshire.
While Hunter will have plenty to chat to Prince Harry about, having co-founded mental health organisation The Man Cave, aimed at breaking the stigma around men and mental health.