A heavy police presence greeted the couple at Sydney Airport, ready to whisk the Royals away to Admiralty House, the Governor-General's Sydney residence.
The couple also arrived with a 10-person entourage, including security and a hairdresser.
Harry and Meghan will also head to New Zealand, Fiji and Tonga.
"The programme across these four Commonwealth countries will focus on youth leadership, environmental and conservation efforts, including the dedication of several new Queen's Commonwealth Canopy projects, and the recovery and rehabilitation of servicemen and women through the Invictus Games Sydney 2018," the palace said in a short statement when announcing the tour.
The Duke and Duchess will attend 76 engagements across the four countries, including the Invictus Games in Sydney, which runs from October 20-28.