He said: "Oh they'd be thick as thieves, without question, I think she would be over the moon, jumping up and down, you know so excited for me, but then, as I said, would have probably been best friends - best friends with Meghan.
"So no it's - you know it is days like - days like today when - when I really miss having her around and miss being able to share the happy news.
"But you know with the ring and with everything else that's going on I'm sure she's - " Miss Markle, 36, added: "She's with us."
Before Prince Harry continued: "I'm sure she's with us yeah, you know, jumping up and down somewhere else."
Markle's sparkling engagement ring included one stone from Botswana, where she recently holidayed with the Prince, and two diamonds from Diana's personal collection.
Harry revealed he mounted the stones on yellow gold because it was his mother's "favourite".
Miss Markle said it was "incredibly special" to have Diana's jewels on her ring and described the band as "perfect".
"I think everything about Harry's thoughtfulness is - and the inclusion of that and obviously not being able to meet his mom it's so important to me to - to know that she's a part of this with us", she said.
"And I think in being able to meet his aunts and - and also like Julia and just different people who were so important to his mom, I'm able to, in some way, know a part of her through them and of course through him.
"And it's - it's incredibly special. And you know to be able to have this which sort of links where you come from and Botswana which is important to us and it's - it's perfect."
The "Julia" that Miss Markle was referring to was Julia Samuel, one of Princess Diana's oldest friends.
She met Diana in 1987 when the two were seated next to each other at a dinner and, according to Mrs Samuel, "saw something in each other".
Although the princess fell out with many of her friends, Mrs Samuel remained loyal.