Prince Harry found the competition for injured servicemen and servicewomen back in 2014 and this year's opening ceremony kicking off yesterday.
A senior source at the event told The Sun: “Accreditation was sorted way in advance, the appearance has been in the planning for a long time. It has been kept very hush-hush.
“Toronto is where Meghan lives for most of the year. It is where she films Suits.“It is an obvious place for them to appear properly in public for the first time.
“It makes a firm statement about where their relationship is now at.”
Prince Harry was given a pop star’s welcome in Toronto earlier this week when he began nine days of engagements before the third Invictus Games.
“Harrymania” swept the Canadian city as screaming women greeted the royal at an event ahead of yesterday’s opening ceremony for the Paralympic-style games for injured ex-service personnel, which he founded in 2014.
Harry, 33, was attending the True Patriot Love Symposium, where he took part in a discussion about how wounds, injuries and sickness can affect servicemen and women and their families.
The games began with a star-studded opening ceremony, attended by Canadian Prime Minister Justin Trudeau and America’s First Lady Melania Trump.
After the inaugural games in London and the second last year in Orlando, Florida, the third games in Toronto will feature more nations and competitors than ever before.
Some 550 competitors from 17 nations will take part in 12 adaptive sports.
Meghan, who has been dating Harry for just over a year, declared her love for him in an interview with Vanity Fair published earlier this month.
“We’re two people who are really happy and in love,” she said.
“I hope what people will understand is that this is our time. This is for us.”
Meanwhile, Kensington Palace earlier this week announced that Harry is to make his first official visit to Denmark.
He will tour the capital Copenhagen on October 25 and 26 in what may be seen as another royal charm offensive to soften up Britain’s neighbours ahead of Brexit.