Prince Harry and fiancee Meghan Markle have attended the Anzac Day dawn service in London, with the prince leaving a handwritten note.

Attached to a wreath of red roses he laid were the words: "For all those who have made the ultimate sacrifice in pursuit of our freedom. Thank you. Harry".

Prince Harry, who served in the Army for 10 years, and Ms Markle were among several thousand at the commemoration at the New Zealand Memorial at Hyde Park Corner.

The couple, who are due to be married in May, were welcomed by Te Ataraiti Waretini from Ngati Ranana London Maori Club with a hongi.

Ms Waretini said she wasn't sure if it was Ms Markle's first experience of a Maori ceremony, "but she did very, very well".

"She was amazing," Ms Waretini told PA.

"It was really lovely to meet her and share the breath of life, and share our culture with her and Harry."