Prince Harry has finally confirmed he has been dating Suits actress Meghan Markle for 'a few months'.

In a rare statement on his love life, Kensington Palace said Harry is 'worried about Ms Markle's safety and is deeply disappointed that he has not been able to protect her'.

The statement said: 'It is not right that a few months into a relationship with him that Ms Markle should be subjected to such a storm.'

It added the 32-year-old prince feels 'this is not a game - it is her life and his'.

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Harry's secret love affair was revealed on Sunday, October 30 after they were given away by matching friendship bracelets they have both worn for months.

Toronto-based actress Markle shared photograph after photograph of her wearing the African-style jewellery on her near monthly trips to London.

The actress, who is best known for her role as Rachel Zane in US legal drama Suits, is believed to have charmed the royal when he visited Toronto in May.

Harry was promoting his Invictus Games in the city and met her at a function.

They had been seeing each other secretly since then, spending time together in London and Canada, and Markle has dined with Prince William and Kate, as well as Harry's father Prince Charles.

But last Sunday Harry scrapped a secret trip to Canada to meet with his new lover after details of their six-month relationship emerged in the press.

Harry was booked on to a British Airways flight from Heathrow to Toronto at 11.30am and due to land in the Canadian city at 3.30pm on Sunday but was a 'no show', a source said.

Hours before he was due to leave the country claims they had been seeing each other for nearly six months broke in Britain.

The source said: 'The flight was booked last week but he was a no-show. The crew for the British Airways flight knew the Prince was booked to travel with them.

'It appears he pulled out at the last minute and decided not to travel.'

The actress, who has been married before, has also likely dated Northern Irish golfer Rory McIlroy and Canadian star chef Cory Vitiello, who she was apparently romantically linked to when she met Harry.

In March Mr Vitiello was boasting on Twitter that he was 'so proud of my lady' after she was named a global ambassador for the children's charity World Vision.

The prince also follows the actress on the picture sharing website Instagram using a pseudonym.

Intriguingly, Harry, who publicly professes to hate social media, is one of her million followers and she also follows him.

The revelation was telling because the prince has a private account and only 'follows' a few close friends and charities, suggesting the pair know each other fairly well.

Despite managing to keep their relationship secret for months, Markle gave clues that they were together.

Bosch puzzle & tea ✔️ #Bosch #teatime #TheTig

A post shared by Meghan Markle (@meghanmarkle) on

After their Toronto meeting in May, Markle was seen in the Royal Box at Wimbledon on June 28 - the same day Harry appeared on stage with Coldplay in west London.

Markle posted several pictures of recent trips to London, including a view that appears to be of Kensington, where Harry lives, in July, and a picture of his grandmother's house, Buckingham Palace.

In August she was back in London sightseeing near Tower Bridge and in September she also posted a picture of herself at the luxury Soho Farmhouse in Oxfordshire with friend Millie Mackintosh.

By then she was wearing a distinctive beaded friendship bracelet with blue, white and black beads - Harry has been wearing an identical one since April this year.

And just a fortnight ago the actress posted a photograph of herself in a Sainsbury's supermarket, again with the bracelet on show, while Harry was also in London this month, attending a Met Police memorial service and a day trip to a youth centre in Nottingham.