Prince Harry and Meghan attended an awards ceremony to celebrate the sporting and adventure achievements of sick and injured service personnel.
It was their first official appearance together since announcing in January they would step down as senior royals.
The London event was also Meghan's first public royal duty since then.
The couple, who will formally step down as senior royals from 31 March, attended the Endeavour Fund Awards - which are given to members of the Armed Forces - at Mansion House in central London.
Harry, who had a 10-year military career, is will retain the ranks of Major, Lieutenant Commander, and Squadron Leader when he steps down, but his honorary military positions will be suspended.
A crowd of people braved the rain under umbrellas to catch a glimpse of them as they arrived.
The couple presented awards at the ceremony, including to one winner who celebrated by later proposing to his partner.
Danny Holland, who won the Recognising Achievement Award, got down on one knee and asked his girlfriend to marry him.
In a speech at the reception, Prince Harry said he was "proud to serve Queen and country".
"[It] is something we all are rightly proud of, and it never leaves us. Once served, always serving!", he said.
The duke added that many servicemen and women had told him they "had his back" and he in turn offered them his own support.
He said: "I feel lucky to be able to count myself as one of you; and am deeply proud to have served among you as Captain Wales.
"A lot of you tonight have told me you have my back, well I'm also here to tell you, I've always got yours."
The engagement is part of a final run of royal duties for the couple.
Prince Harry is joining Formula One world champion Lewis Hamilton at the official opening of the Silverstone Experience, a museum about British motor racing, on Friday.
The duke and duchess will then attend the Mountbatten Festival of Music at the Royal Albert Hall on 7 March, and Meghan will mark International Women's Day.
The couple will then join the Queen and other royals at the Commonwealth Day service in Westminster Abbey on 9 March - their last official appearance as HRHs.
Earlier, the pair were spotted at Buckingham Palace and then photographed outside the Goring Hotel in Westminster after a private lunch.
A spokeswoman for the couple said in addition to their official engagements over the next few days, the duke and duchess would be meeting privately with several of their patronages.
An eye for an eye will ultimately, leave the whole world blind.