Prince Harry and Meghan Markle were all smiles as they arrived at Windsor Castle for wedding rehearsals despite the bride-to-be earlier confirming her father will not be walking her down the aisle.

The couple were pictured in a small convoy of Range Rovers making their way to St George’s Chapel, as excitement in Windsor mounts ahead of Saturday’s ceremony.

The couple were driven up the Long Walk into the castle grounds, beaming as they made their way up the final leg on the wedding procession route.

It was likely the last time the couple would be pictured together before the big day, with Kensington Palace confirming Meghan and Harry will spend the night before the wedding apart.

Meghan Markle was all smiles pictured leaving Windsor Castle. Photo: Getty

Prince Harry is set to stay with Prince William in the rural Coworth Park Dorchester Collection hotel, while Meghan will stay with her mum at Cliveden House Hotel spa retreat.

The arrival of the royal couple in Windsor came shortly after British military took to the village’s streets to rehearse their roles.

More than 250 members of the armed forces will take on ceremonial duties on Saturday, lining the streets of Windsor, providing an escort for the procession and flanking the entrance to St George’s Chapel, where the couple will wed.

Prince William and the Duchess of Cambridge, Kate Middleton, were also seen arriving at Windsor for what was a family get together and a day of final wedding preparations.

Members of the Blues and Royals cavalry regiment. Photo: Getty

It is unclear whether Queen Elizabeth was also in attendance.

Speculation that Thomas Markle would not be attending his daughter’s wedding was confirmed Thursday night when Kensington Palace released a statement on Meghan’s behalf.

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

“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.”