The Suits star, 36, star showed her support for the royal, 33, at his Invictus Games in Toronto, which runs from Saturday through Sept. 30.
Markle, who films the hit legal drama in the Canadian city, was all smiles as she cheered on the athletes in the Paralympic-style Invictus Games for wounded service members from around the world. Meanwhile, Harry sat a few rows away next to First Lady Melania Trump whom he met with earlier in the day.
Markle wore a purple dress with a purple leather coat over her shoulders as she sat with friend Markus Anderson. She stood along with the rest of the crowd during the Canadian national anthem and clapped heartily as Prime Minister Justin Trudeau (her acquaintance and a friend of Harry) made his welcome address.
She also applauded as Mike Meyers — an official ambassador of the games — gave a rousing speech, talking about his parents who served in World War II.
Meyers said his father “would talk about the unbreakable bond” between comrades. “He’d remember the names of all the soldiers he served with,” he added.
And he told the competitors taking part in the coming week of competition, “never give in, never give up. Never. Never. Never.”
Markle frequently leaned into Anderson as they enjoyed The Tenors performance, sometimes pulling the purple leather jacket that was loosely around her shoulders around her.
Toronto has become a special place for the couple. Harry made a secret detour from the Caribbean to spend time with Markle in her adopted hometown in December. The royal couple also spent Easter weekend together in Toronto. Harry also called Toronto a “home away from home” when he met with Governor General David Johnston.
“Despite the distance, the media attention and everything else, there’s a real ease to their relationship,” a source previously told PEOPLE. “It just works. They are deeply happy.”
Last month, the couple set off for a short getaway at Queen Elizabeth II’s Scottish highlands estate. The big question, of course, is whether Harry introduced his girlfriend to the Queen — a key step on the road to engagement. (Neither Harry’s office at Kensington Palace nor Buckingham Palace would comment.)
RELATED VIDEO: Meghan Markle and Prince Harry’s History (So Far)
All eyes have been on the high-profile couple since their romance was revealed last October.
“It has its challenges, and it comes in waves — some days it can feel more challenging than others,” Markle said. “And right out of the gate it was surprising the way things changed. But I still have this support system all around me, and, of course, my boyfriend’s support.”
Both Harry and Meghan share a commitment to supporting the troops. The prince, who served 10 years in the Army, has long been a champion of causes that benefit servicemen and women. In addition to the Invictus Games, he has inspired veterans with the Walking with the Wounded charity and his Endeavour Fund. Meghan, meanwhile, traveled to Afghanistan in December 2014 on a USO tour.
“In gratitude to our troops, and the opportunity to thank them personally for their sacrifice and service,” she captured a photo from the trip. “Such an honor and feeling very very blessed.”