For months, the letter has stayed concealed in his battered black leather briefcase inside a simple FedEx envelope. Five pages, written in his daughter's distinctive, elegant script - he shared it with no one because, he says: "It was just too painful."
"When I opened the letter I was hoping it was the olive branch I'd longed for," he said last night. "I was expecting something that would be a pathway to reconciliation. Instead, it was deeply hurtful. I was so devastated I couldn't show it to anyone and never would have had it not been for the events of last week."
Indeed, the existence of the letter - in which his daughter chastises her father time and again - was revealed by anonymous friends of the Duchess in a magazine article published in the US on Wednesday. It was portrayed as a loving missive from a heartbroken daughter anxious to heal the rift with her father.
Except it wasn't.
"There was no loving message in there, nothing asking about my health, nothing from her saying, 'Let's get together and heal our differences,'" Mr Markle, 74, said last night.
According to a 'longtime friend' of Meghan's quoted in People: "After the wedding she wrote him a letter. She's like, 'Dad, I'm so heartbroken. I love you, I have one father. Please stop victimising me through the media so we can repair our relationship.'"
Yet, Mr Markle insists, the letter again proves she and Harry have "misunderstood" him - leading time and again to her believing one thing whereas, he insists, his reality is far different.
In one angry passage, the Duchess blasts her father for not telling her he would not walk her down the aisle. Prince Charles famously stood in at the last minute.
She writes: "You've told the press that you called me to say you weren't coming to the wedding - that didn't happen because you never called."
Mr Markle says this is "totally false" and he has the text messages proving it.
He pulls out his phone and scrolls through dozens of text messages between himself, his daughter and Prince Harry.
In the turbulent week before his daughter's May 19 wedding, Mr Markle was exposed by this newspaper as colluding with a paparazzi photographer. He later ended up in hospital after suffering two heart attacks and underwent an angioplasty procedure to unblock two arteries to his heart.
It is during this time that the relationship between him and the couple fell apart.
In her letter, the Duchess accuses him of ignoring her increasingly desperate attempts to reach him.
She writes: "From my phone alone, I called you over 20 times and you ignored my calls... leaving me in the days before our wedding worried, confused, shocked and absolutely blindsided."
Mr Markle shakes his head: "I don't know anything about 20 phone calls. There were no missed messages." He shows me a text message dated May 16 which, he insists, proves "conclusively" that he told the couple he could not fly to the UK as planned.
The text reads: "Surgery went OK... The doctor will not allow me to fly so of course I'm sorry but I can't come. Love you and wish you the best of everything."
Mr Markle said: "The doctors absolutely refused to let me fly to the wedding after my procedure. As soon as I knew this, I texted Meg and Harry to let them know I couldn't be there." Mr Markle insists he called his daughter after the rift began "but she never picked up."
People magazine quotes a friend saying: "He knows how to get in touch with her. Her telephone number hasn't changed. He's never called; he's never texted."
In an extraordinary moment, Mr Markle dials his daughter's number as we sit in a hotel room in Los Angeles. He activates the speakerphone. An automated voice responds: "The service you have attempted to use is restricted or unavailable."
He says: "The number worked until a couple of weeks ago. I sent them numerous text messages and I tried calling. That recording is the message I get now on the number she says hasn't changed."
Reading the letter again is clearly deeply painful for a man who says he longs for nothing more than to be reunited with his pregnant daughter. He pauses: "This is not the girl I know. It's not the way she talks. For her friends - and by default Meg - to portray this as a loving letter is ridiculous.
"Love isn't mentioned once in the entire thing. Meg wrote me tons of letters and cards over the years. She always signed off with 'Love' or 'Love you'.
"This letter is cold. When she signs off it's 'Meg'. You read the way it ends and it felt like a final farewell to me. It doesn't even start out with 'Dear'. It's just 'Daddy'." He continues: "Meg accuses me in the letter of cashing in but I've only accepted a few payments. I worked it out and if I'd taken all the offers I've had, I could have made $600,000. I haven't done that."
He insists he did try to heal the rift in "multiple" text messages, calls and in a heartfelt four-page letter he sent to Meghan after receiving hers.
Until last week's article in People which disparagingly mentions his reply, he never knew she had received it. "They just stopped talking to me. I never heard from them after the wedding in May so by June I reached out."
On June 10, he texted his daughter: "My surgery was successful. I will be on blood thinners and the diet for the rest of my life but I will live. Just thought you might want to know."
On June 19, he again texted, saying he had spoken to Piers Morgan on Good Morning Britain and given his first interview (in which he revealed private conversations with Harry about Brexit and President Trump) "because you guys don't respond back to me".
His phone is filled with texts to the couple. On October 24, he writes: "I don't know if this is still your phone number or not? I don't know if you received my letter. I am only giving two interviews to the press not hundreds and I haven't made millions of dollars."
Yet again, on November 8, he reaches out: "Please respond back to me. You shunned me long enough unless you plan this for a lifetime? I don't like speaking to the press but when the announcement for the baby came out, seven cars and reporters were outside my house every day for seven days. I gave a statement and all the cars went away. Anyway, I'm very happy for you and Harry and I wish you all my love."
The Duchess's letter accuses him of asking for money: "You've said I never helped you financially and you've never asked me for help which is also untrue..."
Mr Markle responds that the Duchess - worth a reported $4 million before she married - never supported him financially: "Meghan's given me cash gifts occasionally but I never begged or asked for them. She would send money at Christmas, birthdays. It was a couple of grand here or there."
There is one expression in the letter that her father is convinced comes from Harry. It is when she refers to him being down a rabbit hole. She writes: "Please stop taking the bait from the press. I realise you are so far down this rabbit hole that you feel (or may feel) there's no way out, but if you take a moment to pause I think you'll see that being able to live with a clear conscience is more valuable than any payment." He says: "Americans don't know what the hell 'down the rabbit hole' means? It's apparently to do with Alice In Wonderland. You Brits use it. That feels like pure Harry."
Mr Markle is baffled at his daughter's claim that he was given support from her LA-based "team" and from the Palace.
She writes: "We all rallied around to support and protect you from Day 1 and this you know. So to hear about the attacks you've made at Harry in press who was nothing but patient, kind and understanding with you is perhaps the most painful of all."
He responds: "I was left to hang out to dry both before and after the wedding. Not one person came to see me. My ex-wife Doria received an engagement announcement via two people from the British consulate in Los Angeles who went to her door. No one came to my door. I felt hurt. I'm only 120 miles from LA.
"I haven't attacked Harry. I told him to man up. I still believe he should have flown to LA to see me, first to ask for my daughter's hand and later to sort out the problems between us. He has all the resources in the world at his disposal."
The Duchess's letter talks of her hurt when her father denied cooperating with the paparazzi pictures only for this newspaper to publish CCTV footage of him colluding with a photographer: "I believed you, trusted you and told you I loved you. The next morning the CCTV footage came out."
He says: "I've apologised for that a hundred times. I made a mistake, I shouldn't have done it but how many times do I need to say 'I'm sorry?' I did the pictures because I was tired of being portrayed as a slob. They were calling my home a shack."
Mr Markle wrote a heartfelt reply to the Duchess's letter in September. "I took a long time to write back because I wanted to address all her accusations."
He wrote: "The last time we talked was about three days before the wedding because I was in a hospital bed and just had my procedure."
The Duchess complained her father did nothing when her older half-sister Samantha - from Mr Markle's first marriage - attacked her, calling her "a social climber with a soft spot for gingers".
"You watched me silently suffer at the hand of her (Samantha's) vicious lies. I crumbled inside."
In his letter, Mr Markle refers to his elder daughter by her pet name, "Babe", saying: "I did try to control Babe. I have as much control over Babe as I do over you!"
In People magazine, the Duchess's friend dismissed her father's letter, saying he used it to ask for a "photo op". In fact, Mr Markle wrote: "I wish we could get together and take a photo for the whole world to see. If you and Harry don't like it? Fake it for one photo and maybe some of the press will shut up!"
He says: "That request was totally misinterpreted. When Doria was photographed with Meghan and Harry for the first time it took the heat off Doria. It showed she was part of the family. I don't want a picture for any other reason than if we show harmony then the press will back off."
In desperation, he even reached out to Meghan's mother Doria, who he divorced amicably when their daughter was three. He hand-delivered a one-page letter to Doria's LA home last October. That letter, too, was met with stony silence.
Mr Markle says the estrangement from his daughter is affecting his health, causing "massive stress".
"I want nothing more than to sort this mess out. I would ask her and Harry to contact me. All it would take is one phone call and most of this craziness would stop."