The US actress' attendance at the Westminster Abbey service marks a major milestone for Harry's bride-to-be, as it the first time she has taken part in an official event with the Queen.
Celebrated across the Commonwealth, the day is an opportunity for each of the institution's 53 member states to highlight the positive values of the family of nations.
In her Commonwealth Day message, which is printed in the event's order of service, the Queen praised the "Commonwealth connection" that allows people from different nations to bond and celebrate "diversity".
London will soon host a gathering of leaders from the family of nations and the Queen, who is head of the Commonwealth, also paid tribute to the biennial event as an example of how consensus can "help to create a future that is fairer, more secure, more prosperous and sustainable".
With the UK leaving the European Union the importance of the Commonwealth may increase according to some commentators.
Members of the royal family arrived ahead of the Queen including the Prince of Wales, Duchess of Cornwall, Duke of York and Princess Royal as did the Prime Minister Theresa May
Screams and shouts from the public greeted Meghan and Harry when they arrived and the American actress looked stylish in a dress and coat by Amanda Wakeley and hat by Stephen Jones.
The Duchess of Cambridge, who was joined by the Duke, wore a dress and coat by Beulah and hat by Lock and Co.
The Commonwealth has played an important role throughout the Queen's reign, and she takes a special interest in the family of nations.
Harry and Meghan signalled their commitment to the Commonwealth and its people when they both mentioned the institution - which has the Queen as its head - during an interview to mark their engagement.
The prince said they looked forward to travelling around the Commonwealth, meeting some of the 2.4 billion people from the 53 member states.
Human rights campaigner Peter Tatchell led a noisy protest across the road from the Abbey where activists banged drums and chanted slogans as they called for greater rights for the LGBT community in Commonwealth countries.
Mr Tatchell appealed to the Queen's grandsons and their partners to make their voices heard on the subject, claiming 37 Commonwealth countries criminalise homosexuality, nine others have life imprisonment and in parts of two countries there is even the death penalty for gay people.
He said: "We hope the younger royals like William, Catherine, Harry and Meghan will recognise the immense persecution suffered by LGBT people in the Commonwealth and speak out as they have on many social issues."
American Ms Markle, who is to become a British citizen, joined the royals in singing the National Anthem at the start of the service.
The camera focused on the former Suits star singing the words "happy and glorious" during the televised event.
During the service Theresa May gave a bible reading, former One Direction band member Liam Payne performed singer-songwriter John Mayer's hit song Waiting On The World To Change, while the Portsmouth Gospel Choir sang Bridge Over Troubled Water.
Also among the 2,000-strong congregation was the prime minister of Malta Joseph Muscat, Commonwealth Secretary-General Baroness Scotland, high commissioners, ambassadors, senior politicians from across the UK and Commonwealth, faith leaders and more than 800 schoolchildren and young people.
Dr Andrew Bastawrous, an eye surgeon who has turned a smartphone into an examination tool to combat avoidable blindness in developing countries, gave the reflection.
The surgeon, founder of social enterprise Peek Vision which works to bring better vision and health to everyone, told the congregation: "Advances in technology, treatment and public health mean that for most poor vision and blindness no longer needs to be a life sentence.
"For the first time in human history it is within our power to eliminate avoidable blindness and poor vision for everybody everywhere.
"Every country in the Commonwealth has the opportunity to transform their citizens' eye health in a matter of years, not generations."
He went on to highlight the Commonwealth's theme for 2018 - Towards a Common Future - telling the congregation "we have a shared history but more importantly we have a shared future.
"By working together we can make that future better for millions of citizens across the Commonwealth and the globe. At a time when there is such focus on division, vision can unite all of us."
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