Dressed casually but smart in black trousers with a matching black top, black high heel stilettos and a navy blue blazer, she is due to give birth to the couple's first child next month.
Meghan's appearance was a major surprise as she was not previously thought to have been going to attend.
"I am with you and we are with you. Get to work," he told the 12,000 strong crowd.
WE was founded in 1995 by a 12-year-old who wanted to combat child labour. Each year the charity hosts WE Day UK, which school kids can get tickets to by "taking action on one local and one global issue through WE Schools", and the prince is among the star-studded line up to feature.
Prince Harry's speech mainly focused on encouraging schoolkids to become more involved in creating positive change.
He shared a powerful quote by Martin Luther King: "Darkness cannot drive out darkness; only light can do that. Hate cannot drive out hate; only love can do that."
He said it was a quote which Meghan often reminded him about.
Supermodel Naomi Campbell, singer Liam Payne, and US singer Nicole Scherzinger were also part of the celebrity line-up.
Yesterday Meghan and Harry joined the Queen, the Duke and Duchess of Cambridge and other senior royals at a Buckingham Palace event commemorating the 50th anniversary of Charles' investiture as the Prince of Wales.
That event came after their whirlwind visit to Morocco late last month and Meghan's high profile baby shower in New York City.