The couple – who went public with their relationship in November – were pictured together at the Caribbean wedding of Prince Harry’s longtime friend Tom ‘Skippy’ Inskip to his fiancée Laura Hughes-Young on Friday.
Harry, 32, flew from Gatwick to Montego Bay on Wednesday.
Miss Markle, 35, is said to have flown out separately from her home in Toronto, Canada, later the same day.
The pictures of the couple – printed in the Sun newspaper on Saturday – showed the American actress, who wore a floor-length flowery dress and sunglasses, sharing an embrace with the Prince as they enjoyed the wedding celebrations.
Prince Harry, who wore a navy blue suit and yellow corsage, was one of 14 ushers at the ceremony.
The couple were also earlier seen embracing on a beach and swimming in the sea together, according to the Sun.
Their relationship began last summer and was publicly confirmed when his communications secretary criticised the media for the “wave of abuse and harassment” Ms Markle had received.
Prince Harry has made several visits to see Ms Markle in Toronto where she lives and works, while she has also flown to the London to stay with him at Kensington Palace.