Meghan was sporting an ASOS maternity wear dress and Karen Walker trench coat.
There were tears and applause as the royal couple were showered with gifts, including a New Zealand "Buzzy Bee" toy, which Harry held aloft to the delight of the crowd.
Governor-General (Dame) Pasty Reddy welcomed the royals to her home and, as they stepped onto the grass in front of the colonial building, the Maori welcome or Powhiri began. She sported a silver pendant traditional Māori design necklace along with a poppy pin.
Five fire trucks arrived at Government House in Wellington after receiving a call at around 6.45pm local time - moments before National Party leader Simon Bridges and his wife Natalie were due to welcome the couple to the island nation.
She said: "The achievements of the women of New Zealand who campaigned for their right to vote, and were the first in the world to achieve it, are universally admired".
The photo marks the first image taken by Markle that fans have been able to see since she deleted her Twitter and Instagram accounts earlier this year following her engagement to Harry in December 2017, as first reporter by PEOPLE.
Harry's uniform was created by Dege and Skinner who were also responsible for the pageboy outfits.
Visits to Auckland and Rotorua will also form part of the New Zealand leg of their tour, before they leave on Thursday to return to the UK. On Sunday, the Duke and Duchess of Sussex are expected to travel to New Zealand.
Both Harry and Meghan laid fern fronds on the Tomb of the Unknown Warrior, then laid a wreath before heading into the building where Harry was given the medal by RSA national president Barry "BJ" Clark, with the duchess pinning it on her husband.
According to Rebecca English, a royal correspondent for the U.K. Daily Mail newspaper who was aboard the Quantas charter flight at the time, they were "seconds from landing" at Sydney Airport when they suddenly pulled up from the runway.