The 34-year-old royal is climbing the bridge in order to launch the Invictus Games by hoisting a flag declaring the games open!
Harry, Prime Minister Scott Morrison, and three Invictus Games athletes are taking on the climb together.
Harry and his crew have stopped a number of times along the way to take in the view of the gorgeous Sydney harbour and surrounds.
It took them a total of 13 minutes to get to the top of the bridge.
According to reports, Meghan is back at Admirality Houses, most likely relaxing as she winds down from a few busy days.
Don't miss a moment of the Royal Tour:
It's been a very busy day for the Duke and Duchess of Sussex who are only 4 day into their 16 day royal tour.