Photos showed him looking sombre as he rode in a black car to the Queen’s Balmoral home, where she died peacefully on September 8.
There have been mixed reports on how the couple will mourn, with sources claiming Meghan has chosen to remain in London while Harry joined his family at Balmoral.
Prince Charles is now king and it will fall to him to decide what role the Duke and Duchess of Sussex will play in the coming days.
King Charles led the tributes for his late mother with a statement which read: “"The death of my beloved Mother, Her Majesty The Queen, is a moment of the greatest sadness for me and all members of my family.
"We mourn profoundly the passing of a cherished Sovereign and a much-loved Mother. I know her loss will be a deeply felt throughout the country, the Realms and the Commonwealth, and by countless people around the world.
"During this period of mourning and change, my family and I will be comforted and sustained by our knowledge of the respect and deep affection in which The Queen was so widely held."
It’s believed he will invite Harry and Meghan to the Queen’s funeral in the coming days.
The couple had travelled to the UK and Germany from their home in the US for a series of engagements, leaving their two children Archie and Lilibet at home.
It’s unclear if they visited the Queen during their brief visit to the UK.