The couple are making final wedding preparations on their last day before becoming husband and wife.
They will accompany the mother of the bride, Doria Ragland, as she meets the Queen at Windsor Castle later - likely for afternoon tea.
Ms Ragland, a yoga instructor and social worker, has been tipped to walk Ms Markle down the aisle at the castle’s historic St George’s Chapel during Saturday’s ceremony, which will be broadcast to a global television audience of millions.
Her father, Thomas Markle, decided not to attend the ceremony on medical advice after undergoing heart surgery.
In a statement released by Kensington Palace, the bride-to-be said on Thursday: “Sadly, my father will not be attending our wedding. I have always cared for my father and hope he can be given the space he needs to focus on his health.
“I would like to thank everyone who has offered generous messages of support. Please know how much Harry and I look forward to sharing our special day with you on Saturday.”
Mr Markle reportedly pulled out of attending the ceremony in St George’s Chapel to avoid embarrassing his daughter, but then later said before his surgery that he wanted to be part of history and hoped to be there, celebrity website TMZ revealed.
Prince Harry has not yet met his future father-in-law - the first meeting was due to take place this week.
Ms Markle will be bitterly disappointed her father will not be there but it was business as usual for the prince and his fiancee who were spotted being driven into Windsor Castle for an apparent wedding rehearsal in St George’s Chapel on Thursday afternoon.
A dress rehearsal for the armed forces also took place in Windsor, with thousands of people turning out to get a flavour of how Saturday will unfold.
Some 250 members of the armed forces are expected to take part in Saturday’s festivities, lining the streets as the newlywed Harry and Meghan head on a 25-minute carriage ride through the town where the weather is expected to be sunny and warm.
Press from around the world, tourists, locals and royal fans watched from behind barriers as members of the military paraded around Windsor.
There is also a heavy police presence, with armed officers stationed around town and other officers on top of buildings looking over the crowds.
Well-wishers gathered in Windsor will be hoping to catch another glimpse of the bride or groom before the big day.
Harry accompanied his brother Prince William, now the Duke of Cambridge, on an impromptu walkabout outside Clarence House, in central London, the evening before his wedding to Kate Middleton.
Crowds in Windsor will be hoping to see the prince before he spends his final night of bachelorhood at the Dorchester Collection’s Coworth Park in Ascot.
The bride will stay at the Cliveden House Hotel, set in a National Trust estate in Taplow, Berkshire, with her mother.