It's the first time they've all been together since Christmas Day!
The Duke and Duchess of Sussex enjoyed a private performance on Saturday in London, England.
The Duchess of Sussex and Prince Harry will be welcoming their first child together this spring.
ET is bringing you all the fabulous details from the couple's final royal tour before Baby Sussex's arrival.
Does Kate Middleton have baby fever?
As for her style, the Duchess of Cambridge was feeling super blue.
The Duke and Duchess of Cambridge appear to be having a blast on day one of their royal tour!
The Duchess of Cambridge played soccer with a group of girls, marking day 1 of her and Prince William's royal tour of Northern Ireland.
The Duke and Duchess of Sussex are concluding their royal tour!
The Duchess is continuing to dazzle fans with her incredible maternity style.
The royal couple also displayed some rare PDA!
The trip comes just days after the Duchess of Sussex's New York City baby shower.
On Wednesday, the 37-year-old Duchess of Sussex returned to London after a lavish blowout bash in New York City.
ET is bringing you all the details on Markle's trip to the Big Apple, and her star-studded shower.