For the event, the mother-to-be, 37, covered up her growing baby bump in a roomy black coat dress. The Stella McCartney design featured a large bow tied around the waist.
Meghan, who opted to wear her hair down, accessorized the look with a pair of black high heels, nude pantyhose and a black clutch, also by McCartney.
The outing comes just under a month since it was first revealed that Harry and Meghan are expecting their first child together.
Prince Harry, 34, was photographed standing by Meghan’s side while wearing a blue suit with a navy-and-red striped tie.
Also opting for a black ensemble, Kate, 36, wore a chic black dress with an asymmetrical neckline. Taking their coordinating looks to the next level, Kate also carried a black clutch in her hands and wore a pair of simple black heels.
Meanwhile, Prince William, 36, wore a dark blue suit and a navy-and-red striped tie that appeared to be identical to the one his younger brother wore.
Kate and Prince William are regulars at the event.
The last time the brothers and their wives were all together was back in July for the 100th Anniversary of the Royal Air Force celebration. They were seen heading into Buckingham Palace together before gathering on the iconic balcony to watch a flyover. One day earlier, they had gathered for the christening of William and Kate’s youngest child, Prince Louis.
The appearances comes amid news that Prince William and Prince Harry are considering breaking up their joint “court” at Kensington Palace and creating two separate offices.
With William one day set to be the Prince of Wales — and all that entails as heir to his father Prince Charles — Harry and Meghan will want to forge their own path, so it’s a natural time to split up, insiders believe. (The palace has no comment.)
“The arrival of Meghan has changed the dynamic of the relationship in a fairly significant way,” royals author Sally Bedell Smith told PEOPLE. “It is inevitable and practical because it gives Harry and Meghan some freedom to build up their own collection of interests and charities.”
Meghan, Harry, Kate and William will spend a major part of the weekend together. They’re all expected at the annual Remembrance Day Service at The Cenotaph in observance of Remembrance Sunday.
The foursome will likely next appear together later this month to celebrate the milestone 70th birthday of Prince Charles.
This story originally appeared on PEOPLE.com.