The Duchess of Sussex wore a black mini dress in a tuxedo style, with high heels and her hair pinned back.
The Duke and Duchess attended the special gala performance of the show to raise money for Harry’s aids charity Sentabale.
Meghan’s appearance caused speculation as to whether she had broken the Queen’s “rule” about hosiery.
It has been claimed by some that the Queen insists other royal women always wear nude tights.
Meghan was noticeably tights free in the black ensemble on Monday night.
Previously royal expert Victoria Arbiter made the claims about this rule in an interview with Insider magazine.
She told the publication: “You never see a royal without their nude stockings. I would say that’s really the only hard, steadfast rule in terms of what the Queen requires.”
However, now another expert has said this is not true.
Marlene Koenig, a royal expert, told Harper’s Bazaar: “There are no rules for royal women regarding pantyhose.
“While most women (royal or commoner) wear pantyhouse with suits or gowns for a good slim line, it is not required by any decree from the Queen.”
She claims that whether Meghan chooses to wear tights or not is at the discretion of the former-actress.
However, when the cold weather sets in LA-native Meghan might find herself reaching for some tights.
Can you guess how much the outfit Meghan Markle wore to Hamilton with Prince Harry cost?
The former-Suits star has been known to wear some incredibly pricey garments.
Meghan wore a dress from Canadian fashion brand Judith & Charles, which is still on sale for £330.
Meghan added a pair of earrings that the Duchess had worn before, to the Queen’s 92nd birthday concert.
It is the anniversary of Princess Diana’s death, and Meghan Markle has been compared to the late Princess by her Diana’s former butler Paul Burrell.
Speaking with Kate Garraway on the programme, Paul said: “(Meghan’s) very approachable and very relevant because she is a divorcee, she is mixed race, she is American.”
He also gave the Royal Family a message, and said: “They need to wake up and realise they are only there because the people want them to be there and the minute they aren’t relevant they are gone.”
Who is Meghan Markle? Quick profile
Meghan Markle was born Rachel Meghan Markle, on August 4, 1981 to parents Doria Ragland and father Thomas Markle.
Her father was previously married to Roslyn Loveless and Meghan has two elder half sibling – sister Samantha Markle and brother Thomas Markle Junior.
Meghan’s first television appearance in the USA was in an episode of the medical drama General Hospital in 2002.
She later moved on to roles in CSI, Without a Trace and Castle along with bit parts in Hollywood films including Get Him to the Greek, Remember Me and Horrible Bosses.
Meghan was also a “briefcase girl” on Deal or No Deal – but her most famous role was as Rachel Zane in legal drama Suits, which launched in 2011.
She was written out in the finale of the seventh series when her character got married, which aired in April 2018 – just before she got married herself.
Charity and humanitarian work
Meghan Markle’s career in television has gone hand-in-hand with her support for causes close to her heart.
She wrote about the stigma around menstrual health in an article for Time magazine and was a Global Ambassador for World Vision Canada – with whom she travelled to Rwanda for the charity’s Clean Water Campaign.
And her commitment to gender equality has seen her work with the United Nations – receiving a standing ovation in 2015 for her speech to mark International Women’s Day.
In September 2011, she wed film producer Trevor Engelson, who she began dating in 2004.
But the pair divorced two years later in August 2013, citing irreconcilable difference.
She was in a relationship with celebrity chef Cory Vitiello for almost two years, before they broke it off in 2016 but the two remain good friends.
And in June 2016, she met Prince Harry on a blind date set up by a mutual friend.
Their relationship began in October that year and just over one year later, on November 27, 2017, the pair announced their engagement.
They married on May 19, 2018 at St George’s Chapel in Windsor Castle.
Some have claimed Meghan Markle is the first mixed-race member of the Royal Family.
Historians are still arguing about Queen Charlotte, the wife of King George III.
But Meghan will be the first royal to openly embrace a mixed-race heritage.
She has written about the difficulties of being a biracial actress in Hollywood as she claims she is not black enough for some roles and not white enough for others.