"I'll never forget it either. The weather was perfect, she was gorgeous, they drove right by us on that balcony, we could see them, 'Hey, Harry and Meghan!'" King recalled to ET. "We had a great shot to see them."
The 65-year-old journalist, who also attended Meghan's New York City baby shower, is thrilled for the couple, who left England and relocated to Los Angeles after relinquishing their royal duties.
"They've got a little baby, Archie, they're living in the United States, and I think the fairy tale continues for them and it just makes me happy," King said of Meghan, 38, and Harry, 35.
Though the two are no longer working royals, their wedding day certainly went down in history for a number of reasons, not least of which was the cultural impact of having an interracial couple in the royal family.
"It was interesting that people came from all over the world, certainly the United States for two people that they had never met and probably, let's be honest, will never meet," King noted. "But everybody was so excited about the story and for the two of them and for what was to come. It really was, you know, here is Meghan Markle who we know - American number one, biracial number two, and falling in love. ...We all as little girls dream of, one day my prince will come. Well, for her he really did come, he really did come and that was very exciting for all of us."
"Oprah didn't hook that up. Harry and Meghan know people," King insisted. "Tyler knows people. Oprah knows people but she did not make that connection for Harry and Meghan to live in Tyler's house."
In addition to Harry and Meghan's anniversary, King also celebrated a special milestone on CBS This Morning on Wednesday. The morning show marked one year since Anthony Mason and Tony Dokoupil joined King at the anchor desk with a sweet highlight reel and some chocolate cake.
Tune into ET on Wednesday for more from our exclusive interview with Gayle King. Check here for local listings.
Though Oprah did not have a house hookup for the couple, she did give baby Archie a very special children's book, Duck, Rabbit, which Meghan read to the little cutie on his first birthday in a charity video. Check it out: