The pictures were taken earlier this week at Frogmore House, a private royal residence in the grounds of Windsor Castle.
The pictures are by fashion and celebrity photographer Alexi Lubomirski.
In addition to the well wishes of Queen Elizabeth II and Harry's brother, Prince William, Markle's parents shared their own letter of support at the time of the announcement.More news: Jamie Carragher: Liverpool legend ATTACKS Jurgen Klopp side after Arsenal draw
"The couple are so grateful for the warm and generous messages they have received during such a happy time in their lives", the palace statement reads. They are all smiles as the "Horrible Bosses" star holds the arm of her prince charming and locks her fingers in his.
Additionally, the two couples went with different photographers.
But is Markle's dress too risqué for the royal family?More news: Christmas Eve, weekend hours for Walmart, Target, Kohl's, Publix, Aldi's and more
The wife of Prince Michael of Kent, the Queen's first cousin, was pictured arriving at Buckingham Palace wearing a brooch on her left shoulder which appeared to be a piece of "Blackamoor" jewellery, depicting the bust of a black person with an opulent gold crown and bust, embellished with purple crystals.
The couple announced their engagement on November 27 and a few days later a proud prince introduced his bride-to-be to the nation during a series of official events in Nottingham.
The third photograph, shows Markle and harry embracing as they walk around Windsor.
In 2011, the Duke and Duchess of Cambridge took their own engagement photos prior to their big day, and they look an very bad lot like Harry and Meghan's photos.More news: Khloé Kardashian has confirmed she is pregnant