Markle, 36, looked stunning in a navy Jason Wu wrap dress and black strappy heels, while Harry, 33, wore a gray suit jacket, dark slacks and a white button-down shirt.
As for Middleton, who is expecting her third child with the Duke of Cambridge, she wore a short purple Seraphine dress and black heels. William, 35, sported his usual sweater-and-tie combo that he paired with a dark suit.
In addition to sitting on a panel, the Duchess of Cambridge, 36, also spoke to the audience solo.
The foursome seemed very excited to be working together on the Royal Foundation Forum, and Kate pointed out that she was most thrilled to have an organization that they could pass on to their children and other members of the royal family.
While Middleton expressed her interest in utilizing the foundation to draw awareness to mental health issues, Markle touched on women's empowerment and young girls knowing their worth.
"Women don't need to find a voice, they have a voice. They need to feel empowered to use it, and people need to be encouraged to listen," she said. "I think right now in the climate that we're seeing with so many campaigns, #MeToo and Time's Up, there is no better time than to really shine a light on women feeling empowered and people really helping to support them, men included in that. It makes such a tremendous difference."
Hinting that she has a May wedding to plan, she added, "Yeah, I guess we wait a couple months and then we hit the ground running."
For the final question, the moderator asked if the couples ever have disagreements when working together. "Oh yes," William quipped.
Harry chimed in, "Healthy disagreements."
"I think it's really good we've got four different personalities," he continued. "We've all got that same passion to want to make a difference, but different opinions. I think those opinions work really, really well. Working as family does have its challenges, of course. The fact that everyone's laughing shows that everyone knows exactly what it's like."
Harry jokingly concluded, "We're stuck together for the rest of our lives."