The future royal wore a black and white Hugo Boss midi dress as she arrived hand in hand with her fiance at the event at St Martin-in-The Fields on Trafalgar Square.
Harry and Meghan were among crowds to join Stephen's parents at the central London for the moving memorial in tribute to Stephen.
Keeping her look simple, she paired the dress from the Spring 2018 resort collection with a pair of beige pumps and a matching nude clutch.
The Suits actress, 36, wore her hair pulled back in a chic up do with natural-looking make-up.
The memorial began just hours after Kate Middleton gave birth to a baby boy – with the little boy weighing in at 8lbs 7oz.
The 18-year-old murder victim was fatally stabbed by a gang of racists in Eltham, south-east London, on April 22 1993.
Two of the group of up to six thugs who attacked the teenager and his friend Duwayne Brooks, simply because they were black, have been convicted of murder.
Meghan and Prince Harry stepped outside St Martin-in-the-Fields church where they spoke to Stephen's mum Doreen Lawrence.
The Royal family are said to be delighted with the news of the new royal baby, with the Queen informed of the fifth-in-line to the throne's arrival earlier today.
In a statement, Kensington Palace said: "Her Royal Highness The Duchess of Cambridge was safely delivered of a son at 1101hrs.
"The baby weighs 8lbs 7oz.
"The Duke of Cambridge was present for the birth. Her Royal Highness and her child are both doing well."
They added: "The Queen, The Duke of Edinburgh, The Prince of Wales, The Duchess of Cornwall, Prince Harry and members of both families have been informed and are delighted with the news."
It's the first time in history that a boy will not precede his older sister in the line of succession, with Princess Charlotte remaining fourth, behind brother George.
Excitement had today reached fever pitch when Kate's stylist was seen leaving the Lindo Wing – sparking speculation that Kate had already been prepared to step out in front of the public to introduce her son.
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