The mum-to-be sported a figure-hugging black dress with a white leaf pattern as she clasped Prince Harry’s hand on the red carpet.
It marks Meghan’s first appearance at the Royal Variety show – with tradition dictating that a senior member of the Royal Family attends each year.
The star-studded bash at the London Palladium raises money to support hundreds of entertainers throughout the UK.
Queen Elizabeth failed to appear for the sixth year running, despite making 39 appearances before her final visit in 2012.
The event will be hosted by Inbetweeners star Greg Davies.
He said: “I am delighted to host the Royal Variety.
“It is a role that I am wildly unsuited to and I will no doubt offend a great many people, but my Mum has a voracious appetite for meeting members of the Royal family and this seems a reasonable price to pay for the gift of life.”