Her close friends in the country include fashion stylist Jessica Mulroney, her husband Ben, a television presenter, and their children, who all played a part at the royal wedding.
It's said Harry and Meghan are spending time with friends over their break, including fashion stylist Jessica Mulroney and her family. Photo / Getty
It's understood the couple thought they would have a better chance of going undetected in Canada than in the US.
A friend told the Daily Mail that the pair had "barely set foot outside" and had been enjoying quality family time together.
Buckingham Palace had announced that the Duke and Duchess would be taking a six-week break from their royal duties and would not be spending Christmas at Sandringham with the rest of the royal family - a decision that "had the support of Her Majesty the Queen".
The Palace then released a statement confirming that the couple were in Canada.
"The decision to base themselves in Canada reflects the importance of this Commonwealth country to them both."
The couple have attended Christmas Day services with the rest of the royal family for the last couple of years. Photo / Getty
The statement also asked that their privacy be respected and would not release further details for security reasons.
The Duke spread the Christmas cheer today, dressing up as Santa Claus to send a heartfelt video message to bereaved British Armed Forces children.
He wore a Santa hat and a white beard in the one-minute message, which was played at the Scotty's Little Soldiers Christmas party.
He opened in character with a jolly "ho, ho, ho" and encouraged the children to help each other throughout Christmas.
"Yes, losing a parent is incredibly hard but I know that every single one of you by helping each other out that you will have an amazing future ahead of you and a fantastic Christmas as well."
Harry and Meghan, along with baby Archie, are spending Christmas with Meghan's mother Doria Ragland. Photo / Getty
Scotty's Little Soldiers founder Nikki Scott said the charity was incredibly grateful for the message.
"It can be a difficult time of year for these kids, so receiving a heartfelt message from Prince Harry really meant the world to them."
