The appearance comes after the couple made a decision to slightly cut back Meghan's schedule for the next couple of days, according to multiple reports.
"I want to say something directly to our hosts, the people of Australia", the prince said in a speech at the event.
British royals Harry and Meghan kicked off their shoes and donned tropical garlands when they hit Sydney's famed Bondi beach, one of their stops on their Australian tour.
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Earlier that day, the Duke and Duchess attended the opening of the redesigned ANZAC Memorial in Hyde Park, where Meghan wore NZ-born designer Emilia Wickstead.
The couple shared their pregnancy news shortly after arriving in Australia.
Harry's itinerary also touched on the history of logging on Fraser Island, whose famed hardwood trees were used to build the London's docks in the 1930s.
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The Sussexes announced their baby news shortly after touching down in Sydney on Monday ahead of their 16-day tour of Australia, New Zealand, Fiji and Tonga.
It means that Meghan will travel with her husband to Fraser Island in Queensland tomorrow but he will visit the internationally recognised conservation site on his own instead.
And, according to the Daily Mirror newspaper, Harry replied: "So do I!"
A royal source said the duchess was "not sick, just tired" and was keen to take part in everything.
Meghan, who is due to give birth in the spring, skipped an event in Sydney on Sunday morning, leaving Harry to attend a cycling competition at the Invictus Games alone.
"If it has been a very late night due to unforeseen circumstances, we have to adjust for that", the source said. I'm happy for both of them.
Meghan later joined Harry at the prime minister's Invictus lunchtime reception.