Prince Harry, Meghan attend awards ceremony in London as they begin final round of public engagements in UK

Prince Harry and his wife Meghan Markle returned to the UK and took part in one of their last official engagements together before they quit royal life later this month.

Meghan, 38, flew in from Canada, where the royal couple have been living since November, to join 35-year-old Harry and the Duke and Duchess of Sussex attended an awards ceremony here on Thursday to celebrate the sporting and adventure achievements of sick and injured service personnel.

It was their first official appearance together after their bombshell announcement that they would step down as senior royals.

The couple, who will formally step down as senior royals from March 31, attended the Endeavour Fund Awards - which are given to members of the Armed Forces - at Mansion House in central London, the BBC reported.

Harry, who had a 10-year military career, will retain the ranks of Major, Lieutenant Commander, and Squadron Leader when he steps down, but his honorary military positions will be suspended, the report said.

In his speech at the reception, Prince Harry said he was "proud to serve Queen and country".

"[It] is something we all are rightly proud of, and it never leaves us. Once served, always serving!", he was quoted as saying in the report.

"I feel lucky to be able to count myself as one of you; and am deeply proud to have served among you as Captain Wales. A lot of you tonight have told me you have my back, well I'm also here to tell you, I've always got yours," he said.

The engagement is part of a final run of royal duties for the couple.

Prince Harry is joining Formula One world champion Lewis Hamilton at the official opening of the Silverstone Experience, a museum about British motor racing, on Friday.

The duke and duchess will then attend the Mountbatten Festival of Music at the Royal Albert Hall on March 7, and Meghan will mark International Women's Day, the report said.

The couple will then join the Queen and other royals at the Commonwealth Day service in Westminster Abbey on March 9 - their last official appearance as HRHs, it said.

The couple put on a confident display as they arrived in pouring rain at the annual event, smiling broadly as they stepped out of their official car.

On January 19, the couple signed up to a formal exit deal from the royal family, which will see them forsake their His and Her Royal Highness (HRH) titles and will no longer receive UK taxpayers' funding for their duties.

The deal means the couple will no longer be representing the Queen in an official capacity.

Queen Elizabeth II had said the agreement followed months of discussions and was a "constructive and supportive" way forward for her grandson and his family.

Under what is being dubbed as a "hard Megxit", the couple will also lose their relatively new roles as Youth Ambassadors of the Commonwealth.

However, as part of keeping their private patronages, they are expected to remain President and Vice President of the Queen's Commonwealth Trust.

The couple made their shock announcement to "step back" from being frontline royals, split their time between the UK and North America, and work towards becoming "financially independent".

"As agreed in this new arrangement, they understand that they are required to step back from royal duties, including official military appointments. They will no longer receive public funds for royal duties," the palace statement had said in January after the couple signed up to a formal exit deal.

This gives the couple the financial independence they had sought and means they no longer have access to a share of the UK's taxpayer-funded Sovereign Grant the 82.2-million pounds that the royal family receives from the UK Treasury each year.

While the couple intend to divide their time between the UK and Canada, it is expected that they will spend most of their time in Canada rather than the UK.