It's also been announced that the guest list will be kept small, with only 25 people present at the intimate gathering.
While the Queen herself is not thought to be attending, Meghan's mother, Doria will be there for the event.
“This is a beautiful milestone and they are excited to share it as a family first and then with the world,” said the source.
The couple have chosen not to invite media to attend the event, which has drawn criticism, with some royal commentators calling it a "PR disaster", however the private location is said to reflect their desire to keep the event small and intimate.
And for royal fans who are hoping to catch a glimpse of baby Archie, will have to wait until the royal family release their own official christening images.
The Queen's chapel - also known as the Royal Chapel of All Saints - is in the grounds of Windsor, close to Meghan and Harry's wedding venue, and not far from their Frogmore Cottage home.