Her staying with Harry in London is the clearest indication yet that the relationship between the divorcee and the fifth in line to the throne is "serious''.
And the timing of Markle's visit is hugely significant, not least because it appears she was in the UK when Harry publicly declared his love for her.
She is taking time off from filming her popular US television legal drama, Suits, to be with him, telling her producers she had "something important'' to do.
Some reports yesterday suggested this may have been to see her lawyers after Harry's extraordinary statement confirming their relationship catapulted her into the media spotlight.It seems more likely, however, that it concerned her decision to fly to London to see her royal beau.
Yesterday, entirely alone, she was dressed for the British winter looking nothing like the glossy red carpet performer with whom Harry became captivated only four months ago. In the chilly November air she was wearing a waxed jacket, leggings and very British navy blue Wellington boots.
She wore a brown baseball cap that Harry often wears, pulled down low over her brunette hair. Unusually, she was not wearing dark glasses.
Pointedly, a poppy was pinned to her lapel. At the time of her trip to the shops, Prince Harry, 32, was at a solemn ceremony at the Field of Remembrance outside Westminster Abbey.
Harry's late mother Princess Diana was a regular shopper on Kensington High Street and Kate, from time to time, is seen browsing there, although always shadowed by an official car.
The Duke and Duchess of Cambridge are Harry's near-neighbours at the palace. Well-placed sources have told the Mail that contrary to speculation, the actress had not met William and Kate previously.
But Harry's brother is in residence as he undertakes official duties in London, meaning it is inevitable that the two will have been introduced. He is due to be joined by Kate to attend the Festival of Remembrance at the Royal Albert Hall tomorrow night, followed by the official ceremony at the Cenotaph on Sunday.
Prince Charles is flying back from Bahrain today and will be in London over the weekend
with his wife Camilla.
And, unusually, the Queen and Prince Philip will be in London for the next few days too. That means Harry could take the opportunity to introduce his girlfriend to his entire family.
For someone who divides her time between her home in California and Toronto, where Suits is filmed, Meghan certainly looked as though she knew her way around the busy
West London thoroughfare. This suggests it is not the first time she has stayed with him.
In his strongly worded statement this week Harry accused the media of intrusion and lashed out at the "sexism and racism of social media trolls''. His message, via his communications secretary Jason Knauf, was that their relationship "is not a game - it is her life and his".
The statement added that Harry was "worried about Miss Markle's safety" and "deeply disappointed that he has not been able to protect her". In the circumstances it is rather surprising that she was unaccompanied.
The royal romance was revealed less than a fortnight ago after they were given away by matching friendship bracelets both have worn for months.
Yesterday she was wearing the distinctive beaded bracelet as she strolled back to the palace with her purchases, which included a Whole Planet Foundation bag for life. The bracelet has often featured in photographs Markle, who shares Harry's fondness for Africa and humanitarian work, has posted on social media.
The actress appears to have spent a lot of time in the UK over the summer, posting pictures from London to her one million Instagram followers in June, July, August and September.
She was seen in the players' box at Wimbledon on June 28 - the same day Harry appeared on stage with Coldplay in West London. And she appears to have been in the UK three weeks ago, posting a photograph of herself in a Sainsbury's supermarket.
Days before the story broke, Harry flew to Canada and reportedly stayed at her Toronto home. Last night royal insiders admitted that her presence at his home indicates that the
relationship is serious.
"To come and go at a royal home is a very concrete sign that they have become extremely close,'' said a courtier. Although linked to a number of women including singer Ellie Goulding, Harry has been single since he split from previous long-term girlfriend
Cressida Bonas more than two years ago.
Kensington Palace last night declined to comment.
While his new love was shopping, Harry chatted to veterans and relatives of fallen servicemen and women at a ceremony ahead of Armistice Day today.
The event was Harry's first public engagement since he confirmed his relationship with Markle.
Harry and his grandfather Prince Philip paid tribute to the nation's war dead at Westminster Abbey's Field of Remembrance, laying small wooden crosses in memory of those who made the ultimate sacrifice.
Among those Harry met was Alec Borrie, one of the last surviving members of the SAS who fought in France in 1944.
The prince was dressed in his ceremonial uniform of Household Division frock coat and peaked cap, and sported a beard, which Army officers are not allowed to do on parade.
But Harry can as he left the Army last year.
