After retiring from public life last September, Prince Philip, 97, has appeared on only a handful of occasions.
Harry grimaced in mock pain and told the four-year-old: "You might have a beard soon, you never know".
Meghan is believed to get on well with The Queen after accompanying Her Majesty on a series of engagements in Cheshire in June, where they were pictured laughing and smiling together.
The Daily Beast noted that Noone quickly rephrased her original statement and tweeted, "I should say she seemed pleased - she was interested and very measured, not political at all".
The Archbishop of Canterbury Justin Welby welcomed the royals at the entrance to the chapel.
His eldest sibling Prince George, 4, clutched his dad Prince William's hand and had his trademark look of vague distaste on his face (god I love this kid) while sister Princess Charlotte, 3, looked mostly confused.
The royal couple also named six close friends and family members to be godparents to Prince Louis, who was born in April.
Following the 40-minute service, The Duke and Duchess of Cambridge gave a private tea at Clarence House.
Prince Louis will wear a replica of a Victorian christening gown used in the baptisms of 62 royal babies. The christening cake is actually a tier of the 17-tier wedding cake.