The pair will visit Chichester, Bognor, Brighton and Peacehaven.
Meghan looked radiant for her day out, stunning in a green blouse, green leather skirt by Hugo Boss and cream coat by Armani.
They were welcomed by an enthusiastic crowed that gathered to see the couple kick off their tour in Chichester, the county town of West Sussex.
"She took my hand and said "Are you OK?' I said 'yes" and she said: 'It's going to be OK'".
Harry was dressed in a grey suit and white shirt.
Harry and Meghan's first stop was Edes House, where they observed the rare Sussex copy of the American Declaration of Independence.
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She also joked about her disastrous speech at last year's conference in which she couldn't stop coughing and a sign fell behind her.
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In Brighton, after a tour of the Royal Pavilion, Harry and Meghan met volunteers and staff at the nearby Survivors' Network, a service that supports victims of sexual violence.
And just in case you were wondering what kind of foods Meghan eats to complement her workouts, we've included a short video below outlining her day on a plate.
The organisation presented dog lover Meghan with a pencil drawing of her dog by local artist Henry James Garrett, who works under the moniker Drawings Of Dogs.
"He was saying that it's a concern of his, children playing the game before they are allowed to", teacher Emma Johnston told the news outlet.