Markle, 36, had appeared at the Games' opening ceremony this weekend, cheering athletes from the stands, but was seated several rows away from Harry, who sat next to Prime Minister Justin Trudeau and US first lady Melania Trump.
But in a picture with the First Lady, Prince Harry was spotted making a weird hand gesture - and some theorists have their own thoughts of what it could mean.
Prince Harry has been busy with his involvement in the Invictus Games and on Monday, he was able to take some time to enjoy one of the events with girlfriend Meghan Markle by his side.
The Suits actress could barely keep the smile off her face as they held hands, making their way into the event.
The pair finally got to sit together today after the royal joined Melania Trump yesterday for the start of the tournament. It is their first appearance together, after sitting apart at the Invictus Games opening ceremony.
On Friday, Meghan showed her support for Harry at the opening ceremony, their first public appearance together.
Although they had been dating since 2004, it wasn't until December 2006 that Kate made her official public debut - as a guest at Prince William's graduation from the army.
Meanwhile, Markle is reportedly set to Wednesday Prince Harry as rumors of their engagement have been buzzing for months.
Although they met in London previous year, the twosome have spent plenty of time in Markle's adopted hometown of Toronto, where "Suits" is filmed.
The couple began quietly dating after meeting in May, 2016 as the prince promoted his worldwide Paralympic-style sporting competition in host city Toronto, Canada, where Meghan films her TV legal drama Suits.