The known celebrity hangout, where Michelin-starred chef, Daniel Boulud, is in charge, is where the Toronto elite go to see and be seen.
The friends, both dressed in on-trend double denim with designer accessories, emerged with a small group and appeared to be in high spirits while Meghan waited for the valet to return her car.
Markus is understood to have set up a date between the TV star, 35, and the British royal, with whom he is also on friendly terms, the Mail on Sunday reported this weekend.
Meghan and Harry are believed to have carried on their trans-Atlantic love affair for several months
The actress, who divorced Trevor Engelson in 2012 after 18 months, may still have been with her ex, Canadian chef Cory Vitiello, while Harry was in hot pursuit, according to reports.
Best friend Markus is a consultant for the Soho House Group and former global membership director at the exclusive club where he worked his way up from being a waiter to the right-hand man of founder Nick Jones.
Prince Harry, 32, is believed to have attended a masked Halloween ball two Saturdays ago at Soho House in Toronto while secretly visiting Meghan at her home.
Harry's cousin, Princess Eugenie, and her long-time boyfriend Jack Brooksbank accompanied them, according to the Sunday Express.
Eugenie, who previously set him up with actress Cressida Bonas, is said to 'love Meghan to bits and believes she is perfect for Harry'.
The fifth in line to the British throne is reportedly 'besotted' with the LA native.
Markus Anderson has been part of Meghan's inner circle for a number of years - although he is more of a discreet presence on social media than his TV star friend, who is best known for playing Rachel Zane in US legal drama Suits.
Meghan has shared dozens of pictures of their glamorous escapades on her busy Instagram account.
It is unclear how they first met but Markus and Meghan, who both had relatively ordinary upbringings compared to their aristocratic friends, have formed a tight bond and a mutual fondness for the jet-set lifestyle.
This summer, they jetted to Madrid with a third friend, fashion designer Misha Nonoo.
The Suits actress shared a black and white picture of the threesome crowded around a table with the caption: 'Tapas con mis amigos.'
Misha is married, but reportedly separated from, Harry's old friend, Alexander Gilkes.
A source told the Daily Mail on Sunday: "'Misha and Meghan are great chums. She has known about the romance with Harry the whole time but was sworn to secrecy."
Meghan enjoyed a stint in London in June before jetting off to Spain. While in the capital, she posted pictures of Buckingham Palace on Instagram and was photographed sitting in the Royal Box at Wimbledon.
She stayed at Soho House on her trip, posting multiple pictures of the venue, including one of a sumptuous bedroom with the message: "Thank you for always taking the best care of me @sohohouse - until next time."
Harry flew to Africa for the summer, but since his return Meghan has visited London twice, in September and October.
Meghan keeps her 1million Instagram followers up-to-date on her and Markus' travels.
They attended Art Basel in Miami two years ago. In one picture, Meghan and Markus posed in a nighttime shot on the beach with their arms around each other. She wrote: "Uh oh. Too many fun times with this partner in crime."
This August, the pair flew to New York where they met for lunch with Priyanka Chopra, star of TV show Quantico. They dined on the rooftop of Soho House in the Meatpacking District of Manhattan.
Meghan has also posted homey scenes of the two friends enjoying bottles of rosé wine in her backyard and out and about on the Toronto's social scene. The actress has spent the past five years largely living in an upmarket suburb of the Canadian city, where Suits is filmed.
In another sweet picture she shared with her fans, Markus sits on Meghan's kitchen floor with her beloved rescue dogs, Bogart and Guy. She wrote: "Thank you uncle...we all love you. Always in all ways."
Meghan also documents her life on her lifestyle and fashion website, The Tig (named after Tignanello, her favorite brand of wine).
She is a Soho House regular with Markus and other best friends, Jessica Mulroney, a fashion stylist who is the daughter-in-law of former Canadian Prime Minister Brian Mulroney. Canada's First Lady Sophie Gregoire-Trudeau has been known to join them.
A number of magazine profiles have been dedicated to Markus in his own right and detail the extremely stylish, well-connected social circles he moves in.
'Although I'm prone to drink almost anything, I'm partial to either champagne or beer- I grew up in Ontario, after all,' he told the style website.
He described himself as a "cashmere junkie" and name-dropped friends, designers Christopher Kane and the late Alexander McQueen.
Mr Porter, a site which sells designer labels to men, also features a profile of Markus as one of its "Style Council Members" - incidentally Alexander Gilkes, also makes it on to this exclusive list. (Alexander was a guest at William and Kate's wedding and his younger brother, club owner Charlie, is a former flame of Pippa Middleton.)
Markus told MrPorter.com that his favorite book is The Fountainhead by Ayn Rand.
Tellingly, he described the novel's hero Howard Roark - a character who is a "prime mover" and refuses to deviate from his unique artistic vision to achieve recognition and success - as a "champion".
Markus Anderson did not respond to an interview request sent to him via Soho House in Toronto by DailyMail.com.
Meghan has not commented publicly on her relationship with Prince Harry and Kensington Palace has declined to comment. However, there has been no denial to reports of their liaison.
Her steady stream of Instagram updates has all but dried up with Meghan perhaps taking heed of the Royal Family's distaste for social media. But she couldn't resist one snap of her dogs on Sunday, with the caption: 'A moment of zen #adoptdontshop #weekend.'
Over the past week, she has posted cryptic romantic images on her Instagram account.
Prince Harry, who claims to hate social media, follows the actress on the picture-sharing website under a pseudonym.
A picture of two bananas 'spooning' with stick figures drawn on and the caption: 'Sleep tight xx' appeared after news of their relationship broke.
It was revealed on Sunday that Harry dated Burberry model Sarah Ann Macklin in June and July while he was romancing Meghan when she visited London.
Friends of Sarah Ann, 27, told the Mail on Sunday that the Prince met the model at a private party where he took her number and bombarded her with texts, just as he is said to have done with Meghan.
The relationship reportedly fizzled out but the model remains friendly with the Prince.
