Meghan soon joined Prince Harry, who had followed the Queen's coffin in a procession alongside his father, King Charles, and brother, Prince William, from Westminster Hall.
Harry looked close to tears as he walked into the service.
Princess Anne, Prince Andrew and Prince Edward also marched behind the coffin as it was carried from Westminster Hall to Westminster Abbey on a gun carriage.
The Sussexes were reunited as they sat down in the second row, directly behind Charles.
Kate also went straight to the abbey with her children Prince George, 9, and Princess Charlotte, 7. Prince Louis, 4, is not attending the funeral.
She was joined there by other royals, including Princesses Beatrice and Eugenie.
The sombre Sussexes were earlier seen being driven from Wellington Arch, down Constitution Hill and on The Mall towards St James' Palace in a Range Rover.
Moments later, Prince William and his family were seen passing by, with Princess Charlotte looking out the window.
King Charles later passed by in a car flying the Royal Standard as he made his way to his mother's funeral.