According to the newspaper, the celebrations included a Saturday night dinner of lobster spaghetti, a surprise performance by rapper Tinie Tempah, Sunday brunch and spa treatments.
The royals reportedly opted not to join in on a tour of Amsterdam's famous red light district but did go on a boat cruise of the city's canals.
Soho House has been a longtime favourite of Meghan and Harry, with the couple having their first date at a private dining room inside the London club.
During the first months of their romance the couple reportedly managed to keep things under wraps by meeting up at the notoriously private club.
Meghan is also rumoured to have held her hens party at the Soho Club in the Cotswolds, near where the couple now own a country house.