Insiders say Meghan might even join Harry on stage at the opening ceremony.
"Meghan is excited to travel with Harry for the event, which is certainly close to his heart," a source said, quoted by The Sun.
The news of the trip has baffled some in the UK, including former Met Inspector Ken Wharfe, who worked in private protection for Prince Harry, Prince William and Princess Diana.
"I'm baffled about why Harry thinks he would be safer in the Netherlands than in the UK," he told the Daily Mail.
"He would have travelled to his grandfather's memorial service with his brother or father and received protection from the Met.
"It's not like he would have been turning up at Westminster Abbey on a bike," he added.
Police and security services in the Netherlands have not confirmed whether Harry will get royal protection but, according to The Sun, it is understood to be extremely likely.