Harry attended in the capacity of Captain General of the Royal Marines, wearing his official uniform and two medals from Afghanistan in his final engagement in official Royal Marines capacity. Meghan wore a full length £1,295 Safiyaa dress, jewelled Simone Roche earrings and red Aquazarra heels. The couple were greeted by five Marines before being escorted to the royal box.

This was for the Mountbatten Festival of Music which marked the 75th anniversary of the end of the Second World War and the 80th anniversary of the foundation of the British commandos.

The event is aimed at raising money for the Royal Marines Association charity and cancer support charity CLIC Sargent.

The royals received a round of applause before the rendition of God Save The Queen.

John Suchet, the compere for the night told the audience how “honoured we are” to have the Sussexes in appearance.

Festival manager Reg Sheen, said it was “absolutely fantastic” and he was “delighted” that Harry was Captain General.

Mr Sheen also added: “The reaction they got from the audience when they arrived was very emotional for the Royal Marines.”

The concert featured a singalong of Sir Tom Jones hits in ‘Delilah’ and ‘It’s Not Unusual’, Judy Garland’s ‘Over The Rainbow’ and the theme from ‘Gladiator’ were also featured.

Harry and Meghan will depart from public life on March 31.

READ MORE: Royal split: Meghan and Harry paint town red as they bid UK farewell

Harry and Meghan met in 2016 and wed in May 2018.

A little under a year later, they welcomed their first child, Archie Harrison Mountbatten-Windsor.

It is believed that under their new arrangements, they will divide their time between Britain and North America.

On Thursday night, the couple attend the Endeavour Fund awards.

Twitter users speculated the Duchess might be pregnant with a second child after pictures of her smiling were released.

One user wrote: “I think #MeghanMarkle is pregnant again.

“She is glowing.”

Another added: “Just putting it out there now, that I think Meghan Markle is pregnant.”

A third wrote: “I think this beauty might be pregnant again, just a hunch. Her slightly fuller rear was similar with Archie.”