Their first outing as parents to two young children, Lilibet and Archie, the couple appeared to be happier than ever as they walked around the city.
Meghan, 40, kept her look chic in the US fashion capital, wearing an all-black ensemble with a turtleneck, high-waisted trousers and coat. Meanwhile Harry, 37, looked dapper in a classic suit.
Harry and Meghan have flown to New York to attend Saturday's live event, alongside stars including Elton John, Lizzo, Jennifer Lopez and Billie Eilish.
Previously speaking about the important of vaccinations, the couple said the missions was 'critical' in a joint statement.
"Over the past year, our world has experienced pain, loss and struggle — together. Now we need to recover and heal — together," the couple said. "We can't leave anybody behind. We will all benefit, we will all be safer, when everyone, everywhere has equal access to the vaccine."
They continued, "We must pursue equitable vaccine distribution and, in that, restore faith in our common humanity. The mission couldn't be more critical or important."