Prince Harry and Meghan Markle arrived at Windsor Castle overnight to rehearse for their wedding, still smiling after a difficult week - and confirmation that Markle's father definitely won't be attending.

Markle appeared in good spirits in the car, as she and the Prince were driven down the Long Walk in Windsor.

Fiddling with her engagement ring, she wore a simple white shirt with her hair half up and half down for a day of final wedding preparations.

Prince Harry was also dressed down, with a grey jumper and white shirt, and was still sporting a beard.

Harry and Meghan look relaxed as they leave Windsor Castle after a wedding rehearsal with the Queen https://t.co/ldRpXKKGCk pic.twitter.com/LMwnxF8lzF

— Daily Mail U.K. (@DailyMailUK) May 17, 2018

Hours earlier, Markle had confirmed that her father Thomas would not be walking her down the aisle at St George's Chapel, in a statement released through Kensington Palace.

"Sadly, my father will not be attending our wedding," she said. "I have always cared for my father and hope he can be given the space he needs to focus on his health.

"I would like to thank everyone who has offered generous messages of support. Please know how much Harry and I look forward to sharing our special day with you on Saturday."

As the bride and groom practised their lines behind closed doors, the military were rehearsing their part in the day through the town.

Thousands of people turned out to get a flavour of how Saturday will unfold, when the newlyweds head on a 25-minute carriage ride through the town.

Some 250 members of the armed forces are expected to take part in Saturday's festivities, and Thursday's dry run gave organisers a chance to put some finishing touches to the event.

Roads around Windsor were closed as wellwishers basked beneath blue skies and beaming sunshine - weather that is expected to stay around for the weekend.

Press from around the world, tourists, locals and royal superfans watched from behind barriers as members of the military paraded around Windsor and up The Long Walk.

There was a heavy police presence with armed officers stationed around town and other officers on top of buildings looking over the crowds.

The procession included a horsedrawn carriage, setting the scene for what the world will see on Saturday when the newly married Harry and Ms Markle will be seen by the public after the ceremony.

Mr Markle is still in Mexico where he is recovering after undergoing heart surgery on Wednesday to implant three stents.

The reclusive former TV lighting director, who had been due to walk his daughter down the aisle, was caught up in controversy after allegedly being caught staging photographs with the paparazzi.

He reportedly pulled out of attending the ceremony in St George's Chapel on May 19 to avoid embarrassing his daughter, but then later said before his surgery that he wanted to be part of history and hoped to be there, celebrity gossip website TMZ reported.

British press reported his ex-wife Doria Ragland was poised to take his place in the wedding ceremony.

The Daily Mirror also reported in an exclusive, front-page interview Thomas Markle Jnr blamed Kensington Palace for failing to give the family guidance as to how to stay out of the limelight.

Thursday's front page on the Daily Mirror showed him standing in front of Windsor next to the headline: "My sister will be the perfect modern princess."

"My sister's going to be one of the best things ever to have happened to the royal family," he said.