"You can expect to see the Duke and Duchess of Cambridge, Prince Harry and Ms. Markle at Sandringham on Christmas Day", said a Kensington Palace spokesperson.
Prince William, who is best man at the wedding is president of the Football Association and attended this year's match, presenting the trophy to winning team Arsenal.
The prince and Markle announced their engagement last month after an 18-month romance.
The wedding is likely to attract huge attention across the world, as did the marriage of William to his wife Kate in 2011 which was watched by an estimated two billion people.
Markle, 36, who attended a Catholic school as a child but identifies as a Protestant, will be baptised and confirmed into the Church of England before the wedding.
Christmas with the British royal family involves a black-tie dinner, a church service on Christmas day. and hilarious gag gifts.
Prince Harry and his fiancee previously said they wanted the public to feel a part of the celebrations.
The royal family opens presents together at teatime on Christmas Eve at the queen's estate in Sandringham, and they've been known to give each other some ridiculous items over the years.
We're not sure marrow chutney is Meghan Markle's style, but maybe the one-time wellness website founder could make Her Royal Highness a tasty batch of kombucha?
St George's Chapel is a Royal Peculiar, with the Dean of Windsor responsible only to the sovereign.