According to a report by London's Evening Standard, an anonymous letter addressed to the couple was sent to Kensington Palace on February 12 and officials say it contained racist messages and a suspicious white powder. Meghan, 36, and Harry, 33, have reportedly been informed, according to the Evening Standard.
The police investigation will seek to determine whether the suspicious package and racist letter were sent by the same person.
Scotland Yard have confirmed they launched an investigation after the package was delivered to one of the royal households on Monday, February 12.
They are also believed to be examining whether there is a link between the two incidents.
A reception will also be held at St George's Hall for the couple and the rest of the congregation before a private evening reception for close family, hosted by Prince Charles.
A day later, the Met Police confirmed a package with a suspicious substance had been received at the Houses of Parliament.
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The power was found to be harmless.
No arrests have yet been made.
A letter, addressed to the couple at Kensington Palace, caused a security scare after being intercepted before it reached them.
The following day, another letter was sent to the Palace of Westminster for Home Secretary Amber Rudd.
"At 1 p.m. the couple will travel through Windsor Town in a carriage procession, returning to Windsor Castle along the Long Walk".
St James's Palace and Kenginston Palace have refused to comment.