The two have officially been dating more almost a year, after Prince Harry confirmed their relationship last November, and there was a lot of speculation the couple would finally have an official picture taken this weekend.
Prince Harry was in Toronto, where Meghan films US TV show Suits, to host the Invictus Games, so it was expected his girlfriend would attend the event with him.
But even though the American actress was there to support Harry, she didn't sit next to him, but several rows away instead.
Prince Harry can be seen on the far left, whilst Meghan is seated on the far right
The reason seems to be simply down to protocol, according to OK! magazine. The publication reports that 'because Meghan is not a royal or a dignitary, it would have breached protocol to have her with Harry, the US First Lady and Canadian Prime Minister Justin Trudeau'.
The couple started dating last year
Prince Harry first confirmed that he and Meghan were an item in a statement last year, when he had to publicly defend his girlfriend against the harrassment of the press.
The two have been spotted together a few times, including when they went on holiday together this summer, but they haven't yet shared an official picture.
It's rumoured Harry might have proposed during their romantic getaway in August, when he whisked Meghan away to Africa to celebrate her 36th birthday, with experts predicting he will make the announcement later this year.
Darren McGrady, who was Princess Diana's head chef, said December is likely to be the month picked by Harry to announce his engagement to girlfriend Meghan.
Speaking to HELLO! Online, he explained that he would wait so that his news don't overshadow his mother's death anniversary, which happened in August, or the Queen's wedding anniversary in November.
'I think that's what's going to happen. Meghan can join the royals at Sandringham at Christmas because she'll be engaged and part of the fold,' Darren said.