Cardiff Castle, found in the centre of the Welsh capital, set the scene for the first part of the trip for Queen Elizabeth II's grandson and his fiancee, who announced their engagement last December, Efe news agency reported.
After greeting the flag-waving crowds that had gathered outside the castle, the couple are to attend a festival that celebrates Welsh culture and tradition filled with performances by musicians and poets.
Later, during a private visit to the Star Hub leisure centre, they are to see how the organisation Streetgames, who Harry has collaborated with in the past, works to make sports more accessible to disadvantaged young people.
Harry, 33, and Markle, 36, are to be married on May 19 at Windsor Castle.
The pair met in 2016 through mutual friends.
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