Prince Harry and fiancee Meghan Markle were given a warm welcome on a cold day when they arrived in the heart of Edinburgh for the start of their visit to Scotland.

The city's world famous castle, an iconic fortress for centuries, was chosen as the starting point of their first joint visit to the Scottish capital.

Meghan and Harry wrapped up against the cold in winter coats were greeted by Frank Ross, Edinburgh's Lord Lieutenant and Lord Provost, who represented the city.

Britain's Prince Harry and his fiancee Meghan Markle during their visit walkabout on the esplanade at Edinburgh Castle. Photo / AP
Britain's Prince Harry and his fiancee Meghan Markle during their visit walkabout on the esplanade at Edinburgh Castle. Photo / AP

Crowds gathered on the castle's esplanade where the Royal Edinburgh Military Tattoo is staged each year to welcome the prince and his bride-to-be.

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With the centuries-old fortress as a backdrop the couple began shaking hands, saying hello and thanking the well-wishers for coming to see them.

Later, they travelled to a sandwich shop that supports the homeless and has been visited by number of famous faces including Hollywood star George Clooney.

The trip to Scotland is the fourth public appearance Markle and Harry have made together and follows successful visits to Nottingham, Brixton in south London and Cardiff in the months that followed their engagement announcement in November.

Meghan Markle donned trousers again for her fourth visit with Prince Harry. Photo / AP
Meghan Markle donned trousers again for her fourth visit with Prince Harry. Photo / AP

Also on the esplande was the Royal Marines Band Scotland, which was playing for Markle, the former Suits actress, and the Prince who became Captain General of the Royal Marines in December 2017.

Pony Major Mark Wilkinson introduced Meghan and Harry to Cruachan IV, a Shetland pony and mascot of the Royal Regiment of Scotland, at the end of their walkabout where they received flowers, posed for pictures and sympathised about the cold conditions.

The nine-year-old pony famously tried to eat the Queen's posy during the monarch's visit to Stirling castle but was on his best behaviour for the couple.

Pony Major Mark Wilkinson said: "They were asking about him, saying he's a wee star, he knows he's on parade and is showing off - they said it was lovely to meet him."

Britain's Prince Harry and his fiancee Meghan Markle meet Cruachan IV, a Shetland pony and mascot of the Royal Regiment of Scotland. Photo / AP
Britain's Prince Harry and his fiancee Meghan Markle meet Cruachan IV, a Shetland pony and mascot of the Royal Regiment of Scotland. Photo / AP

Inside the castle at the historic Edinburgh Garrison, which looks out across the city, the couple were due to watch as the One o'clock Gun was fired, a tradition started in 1861 to mark time for ships in the Firth of Forth.

The couple then moved on to the New Town to visit Social Bite, a social enterprise cafe which distributes 100,000 items of food and hot drinks to homeless people across Scotland each year, as well as employing staff who have experienced homelessness themselves.

The couple were welcomed with huge cheers from the crowd outside Social Bite. Many of those had been waiting and waving flags since about 10.30am.

The couple speak with patrons at the Social Bite in Edinburgh. Photo / AP
The couple speak with patrons at the Social Bite in Edinburgh. Photo / AP

Harry walked in rubbing his hands before agreeing with people from the cafe it was "freezing" outside. They spent time speaking with co-founders Josh Littlejohn and Alice Thompson, before getting ready to meet staff and customers.

Despite cold and wet weather, Royal fans braved the conditions to stake the best place to spot the couple on the castle's esplanade.

Ashley Torres, 25, a law student at Edinburgh University, had brought a bunch of tulips for the couple. She said: "It's such a cute love story ... being set up by mutual friends. And it will be nice to see an American part of the British monarchy."

Friends Maggie Binnie, 29 and Alice McCourt, 23, both Scottish students, had staked a place on the esplanade against the crash barriers and waved Union flags featuring a picture of the prince and his fiancee.

Cruachan IV famously tried to eat the Queen's posy during a visit to Stirling Castle last year. Photo / AP
Cruachan IV famously tried to eat the Queen's posy during a visit to Stirling Castle last year. Photo / AP

Binnie said: "I really do admire Meghan, she's got a good head on her shoulders and I also admire Harry for the mental health work he does and his work with military veterans."

Sarah Coronado, 28, a masters student from Mexico studying at Edinburgh University, was one of the first well-wishers to arrive at the castle's esplanade.

She said: "Seeing the couple is a once-in-a-lifetime opportunity. We don't have these visits in Mexico or my hometown of Monterey.

"They are also the hot couple of the moment because of their marriage coming up. I also think Meghan is a role model, she's not just a pretty face. I think she's going to change the face of the monarchy."