Meghan was obviously impressed by the crowds who had lined the streets, exclaiming "wow!" as they emerged from the castle grounds.
They also swapped remarks about some of the signs being held by members of the public, with Harry commenting "huge" at one point during the procession, and Meghan saying "how sweet".
Lip-readers have also revealed how the groom was supported by his brother ahead of the ceremony.
Harry, 33, said "I'm all right" in a heart-warming exchange with his brother, 35, as they entered the church, but joked "my trousers are too tight" as he complained his military uniform was on the small side.
As they waited for the bride to arrive, a nervous Harry asked his brother: "Is she here?" William replied: "No, not yet. I don't know actually."
Meghan then arrived and, after entering the church with her flower girls and page boys, was walked up the aisle by Prince Charles, who stepped in at the last minute.
Harry said: "Thanks Pa", as Charles and Meghan arrived at the altar.
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Meanwhile, a body language expert said Meghan "was the strength" of her wedding ceremony and was constantly reassuring her new husband.
Despite the whole experience being completely new for Meghan, who became the Duchess of Sussex, she did not display a single sign of anxiety or nervousness, body language expert Judi James said.
James said Harry performed about 12 "nervous" self-touching body checks, like pulling at his gloves and wringing his hands, within a few paces of getting out his car after arriving at St George's Chapel in Windsor.
However Meghan, the latest member of the royal family, maintained complete calm throughout the ceremony to "help Harry through it".
James said: "Meghan was amazing. Walking up the aisle by herself, I looked for every smallest sign of suppressed anxiety and nervousness — there was absolutely nothing.
"I think she probably saw it as her role to help Harry through it rather than the other way round. She sat with her hand over his for quite a bit of the service as though she was reassuring him.
"To me, she was the strength when it came to the day and the actual performance."
Both Princes wore the black and gold uniforms of the Blues and Royals, similar to Harry's outfit for Wills' wedding to Kate Middleton in 2011.
The uniforms they wore were tailored at Dege & Skinner on Savile Row, with the Queen giving them permission to wear their Army uniforms to the ceremony.
Harry decided to sport a beard, despite speculation he would shave it off in line with Army rules that ban facial hair.
But as the prince is no longer a serving member of the forces, he is allowed to break with convention.
As Harry's best man, Prince William was responsible for handing over the rings, which were earlier revealed to be the work of Cleave and Company.
William returned the favour to his brother after Harry acted as his best man seven years ago.
Prince Harry became the second Duke of Sussex when he and Meghan walked down the aisle, with his new wife becoming the first ever Duchess of the county in History.
Harry's frockcoat was made from blue doeskin. It is single-breasted in style with a stand-up collar, complete with figured braiding of Regimental pattern.
The uniform was cut and made by hand. The sleeve pattern was intricate in detail and took one person a week to complete.
The frockcoat was ranked to Major with large gold embroidered crowns.
The badge on the left chest was Pilots' Wings attained whilst serving with the Army Air Corps for flying Apache helicopters.
The four medal ribbons below the Wings were KCVO, Afghanistan with rosette, The Queen's Golden Jubilee and The Queen's Diamond Jubilee.
The trousers, officially called overalls, are made from a blue and black wool barathea and are fastened by a leather strap and buckle underneath the boot.
They would have traditionally been worn on horseback.
The hat was a Blues and Royals Forage Cap, while the white buckskin waist belt has a Regimental belt and slings but no sword.
Prince William's uniform was the same as the groom, also the Rank of Major.
The wings he wore were those attained flying helicopters while serving with the RAF, and the two medals below were the Queen's Golden Jubilee and Queen's Diamond Jubilee ones.
The Duke of Cambridge also wore the Garter Star. As an Aide-de-Camp to Her Majesty The Queen, he wore the EIIR cyphers on his shoulder straps along with a gold Aiguillette on his right shoulder.
