It appears she had made an unsuccessful attempt to hand over a letter – presumably addressed to her sister Meghan.
More pictures show her avidly perusing face masks of Harry and Meghan – the Duke and Duchess of Sussex - at a souvenir stand and appearing to purchase some.
Samantha has been outspoken about the frayed relationship between Meghan, herself and their father Thomas Markle.
Speaking to UK tabloid the Mirror, a source said the latest development ‘spoke volumes’.
'This was a huge move on the part of Meghan's sister to try to see her face to face and the fact she was turned away speaks volumes,’ the source said.
'This is the closest Meghan has come physically to that side of her family since she married into the royal family but palace staff had clearly been instructed not to allow her access.'
Samantha Markle’s visit to Kensington Palace came weeks after she sent a letter warning she would turn up if a meeting with her sister was not arranged.