The pair arrived just before 10am and boarded an Royal New Zealand Air Force flight to Wellington with the Kiwi Invictus team.
Harry and Meghan will spend three full days in New Zealand.
The Duchess Of Sussex stole the show last night during a speech at the Invictus Games closing ceremony.
“It has been such an honour being here, supporting you and supporting my husband at the Invictus Games which he started four years ago,” she said to cheers.
“On a very personal note I want to thank you all for welcoming me into the Invictus family,” she said.