Meghan, who's expecting her first child next month, stunned in a white Amanda Wakeley coat and a floral, metallic brocade, knee-length dress. Kate, meanwhile, opted for a pastel-colored midi dress with ruffled sleeves and button details.
Prime Minister Theresa May, Princess Anne and Camilla, the Duchess of Cornwall, were also in attendance at the event.
The group's outing comes amid rumors of a rift between Meghan and Kate. Royal expert Katie Nicholl previously told ET that the duchesses just needed time for their relationship to blossom.
"When Harry met Meghan, [as] the relationship was progressing, he was really keen to get Kate's stamp of approval. He wanted them to be close as sisters-in-law," she explained. "I think they're still in an early stage of their relationship. They're still really getting to know each other and there are many, many more years to come. A firm friendship could well blossom; I don't think it's out of the question."
"I think people forget these are still [the] early days and I think it's a matter of all of them trying to find their feet as a foursome," Nicholl continued. "For so long we had the royal trio -- Prince Harry, Prince William and Kate. Now, of course, we've got Meghan."
Watch the video below for more on Kate and Meghan: