He was said to have arrived at the Balmoral estate at 7.52pm while Her Majesty was reported to have died at 6.30pm UK time.
The Californian-based royal appeared visibly upset as he attempted to cover his face with his hand.
It is understood Meghan did not join her husband and instead stayed in London. However, a source told Daily Mail that she could join Harry and the rest of the Royal family in Scotland at a later date.
The couple were due to attend the WellChild Awards in London where Harry was to give a speech but the appearance was cancelled last minute due to the upsetting news of the Queen's ill health.
Meanwhile, the now King Charles and Queen Consort Camilla were seen earlier in the day carrying a briefcase with them as they travelled from Dumfries House to Balmoral to be with Her Majesty in her final hours.
The news outlet had previously reported that a flight carrying several Royal family members – including Prince William, Prince Andrew, Prince Edward and the Countess of Wessex, landed in Aberdeen at 4pm.
The Queen's daughter, Princess Anne, was already by her mother's side as she had attended an engagement in Balmoral earlier in the week.
Buckingham Palace released a statement this morning confirming the Queen's death, "The Queen died peacefully at Balmoral this afternoon. The King and The Queen Consort will remain at Balmoral this evening and will return to London tomorrow".
The King has also made his own statement: "The death of my beloved mother, Her Majesty The Queen, is a moment of the greatest sadness for me and all members of my family.
"We mourn profoundly the passing of a cherished sovereign and a much-loved mother. I know her loss will be deeply felt throughout the country, the Realms and the Commonwealth, and by countless people around the world.
"During this period of mourning and change, my family and I will be comforted and sustained by our knowledge of the respect and deep affection in which the Queen was so widely held."
