They wrote: "Duchess Meghan and Prince Harry arrive in Bristol Meghan is in a sensible coat and boots, though maybe a tad high for a snowy, slippery walk about. she seems completely unphased by the snow".
Markle is a bit busy herself, expecting her first child with Prince Harry while also fulfilling her duties as Duchess.
Kensington Palace also shared a video of Meghan in the One25 kitchen declaring, "I am in charge of banana messaging", while writing down messages such as "You are special", and "You are courageous", on the outside of the bananas.
"It sounds really cheesy, but little things like that when you are out - especially tonight, we can see the weather - just to get that little thing..."
One25 in the St Paul's area of the city helps sex workers break free from a life of violence, poverty and addiction on the streets.
She said: "It is awesome that they chose to come here. It was the most incredible idea - this small gesture".
WPA Pool via Getty Images Meghan and Harry meet One25 staffers and volunteers. "It is heartwarming, and makes you think that these women are not forgotten and not cared about".
Pregnant Meghan, sporting a thick black coat that covered her bump, stepped out to greet crowds in towering brown heels as snow continued to fall. I started going to the drop-in. "She grew up to be the Duchess of Sussex and I grew up to star on the West End, so same life if you ask me", she wrote, accompanied by the popular "throwback Thursday" hashtag #TBT.
Harry also spoke to the good work the charity was doing for sex workers who may have lost faith.