There, they're set to meet the city's Lord Lieutenant Frank Ross to observe the firing of the One O'Clock Gun.
Of course, we're still waiting for the answers to the BIG questions: what dress will Meghan wear and who will be bridesmaids! The lavish green coat is believed to have cost £1,995 (A$3,524, U$2,770).
Her long jacket is reminiscent of a similarly bold tartan look that Kate Middleton once wore in 2012 as she celebrated St. Andrew's Day in England.
The 36-year-old bride-to-be chose to shun the traditional clutch bag trend usually adopted by royals for official visits and add her own modern touch to her outfit in the form of a $700 bag from a Scottish designer.
Unsurprisingly, all eyes were on Meghan's outfit and fittingly, she chose a tartan-print coat from Burberry. The trousers are Veronica Beard, and the jacket? She wore her luscious brown locks down for the event and was all smiles throughout the day.
She is also being taught everything from table manners to how to socialise with foreign diplomat as a senior royal. The bag is said to be from Strathberry, a local brand from Edinburgh. Meanwhile, Prince Harry kept things simple in a dark gray coat of his own over a white shirt and navy sweater.
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They were also welcomed by a gorgeous pony, who was dressed to impress.
They will then move on to the New Town to visit Social Bite which is a social enterprise café which distributes 100,000 items of food and hot drinks to homeless people all over Scotland annually. They met several staff members and sat in a booth to chat with them over a cup of coffee.
As the May 19 wedding date for Prince Harry and Markle approaches, the couple continues on with their royal tour of the United Kingdom, visiting different parts of the country and attending royal events. Next, the couple made their way to the Palace of Holyroodhouse to meet with Scotland's First Minister Nicola Sturgeon.
They were shown round by Charlotte Liddell, 21, from Buckhaven, Fife, and Ben Mason, nine, from East Renfrewshire, who are both youth ambassadors for the Scottish Government initiative Scotland's Year of Young People 2018.
They are the latest in a string of high- profile visitors to Social Bite premises.