He started the athletic event in 2014 for injured and sick service members around the world.
The couple also spoke with the mother of five-month-old baby girl Harriet Bonaddido, Jessica, who said the flame-haired prince was impressed by the tot's name as it bares a resemblance to his own.
Harry and Meghan then took in the first event of the Invictus Games - the Jaguar Land Rover Driving Challenge at the city's Cockatoo Island. Harry will be accompanied on his bridge climb by competitors from the Invictus Games - the competition for armed forces veterans which he set up.
The flag will fly 134 metres (440 feet) above Sydney Harbor until the games close on October 27.
The Duke of Sussex said he was "a bit worried" about the weather for the Opening Ceremony of the Invictus Games. Athletes from 18 countries will be competing in the games. The lighthearted but meaningful gathering took place on Sydney, Australia's Bondi Beach, and it included yoga sessions, a big group hug, and some time spent chatting with the group in an "anti-bad vibes circle".
"They're super passionate about mental health".
"It's a responsibility that we embrace with pride", she said.
Which makes complete sense, this system leaves the couple's hands free to accept another offering from a well-wisher or, in loved-up Markle and Prince Harry's case, to hold hands with each other. "It gives you a good work ethic, right?" She said she was up up at 4.30am this morning doing yoga in her room as she couldn't sleep.
After their early morning trip to the beach Harry and Meghan enjoyed a attractive performance at Macarthur Girls High school.
The shrieking students gave the couple a rock star welcome to a school assembly.
"You have two lines of people waiting for you and I am afraid to say that poor Prince Charles was very disappointed that the line that he got were very sad because they really wanted to see Princess Diana".