Kensington Palace announced that she will also be confirmed before the wedding day in May 2018.
The ceremony is not required in order for her to marry Prince Harry.
The Duchess of Cambridge also got baptised before she married Prince William in 2011. However, it was deemed important as she was marrying someone who could be the Supreme Governor of the Church of England.
Ms Markle has been described as a protestant who went to a catholic high school.
The wedding will take place at St Georges Chapel in Windsor Castle where Prince Harry said was a "very special place" for him.
