The pair have also leaned on each other in hard times; earlier this year, it was reported Meghan had been going to Williams for support amid an onslaught of nasty comments on the Sussexes' social media pages.
The service at the Royal Albert Hall was also attended by the Duke of York, the Earl and Countess of Wessex, the Princess Royal, the Duke and Duchess of Gloucester, the Duke of Kent and Vice Admiral Sir Tim Laurence.
The ceremony is hosted by the Royal British Legion and commemorates all those who have lost their lives in conflicts. The event celebrates the 100th anniversary of the Government Communications Headquarters and pays tribute to the company of RFA Mounts Bay, who delivered aid to the Bahamas after Hurricane Dorian.
Prince William and Prince Harry along with Kate, the Duchess of Cambridge and Meghan, the Duchess of Sussex, reunited in central London for "Remembrance Sunday" - a memorial day observed in the British Commonwealth to honor fallen military members of service.
"She flew all the way with a newborn to see me play in NY and flew all the way back that night, and I probably couldn't have done that", the tennis star said.
When asked by an ITV correspondent if he had grown distant from William, Harry said, "Part of this role and part of this job, and this family being under the pressure it's under, inevitably stuff happens".
"But look, we're brothers".
"I just really think she's the strongest, literally the strongest person I know and the nicest, sweetest", Williams added.