Markle, 35 and a star of "Suits," was spotted shopping at a Whole Foods supermarket and photographed walking into Kensington Palace with groceries. Markle was wearing a blue jacket, leggings, a baseball cap believed to be Harry's, as well as Wellington boots.
British tabloids have reported that Markle jetted into London on Tuesday, the same day Kensington Palace made an unprecedented statement acknowledging that Markle was indeed Harry's girlfriend and pleading for privacy. The visit is a clear sign the relationship is serious coming on the heels of that extraordinary announcement.
Harry, 32, lives at Nottingham Cottage on the grounds of Kensington Place, just behind Prince William and Kate's apartment.
While it is understood that Markle has not yet been introduced to William and Kate, it is speculated that it will happen at some point this weekend.
Harry and Markle, who have been dating since the summer, were spending Halloween weekend together in Toronto when news of the relationship broke.
The Royal Family is currently celebrating Remembrance Day activities this weekend, honoring those who served. Harry attended a service at Westminster Abbey with Prince Philip on Thursday. He is scheduled to attend two additional events this weekend with other members of the royal family, including the Queen.
Harry is scheduled to depart next weekend on a 14-day royal tour of the Caribbean on behalf of Queen Elizabeth II. It appears Harry and Markle hoped to spend some time together before Harry departs on his royal duties.