A source close to the royal family told the publication the royal couple will not be in attendance at the annual Buckingham Palace party on Monday evening.
The annual event, which is hosted – and paid for - by Her Majesty is an opportunity for the royal family to personally thank their staff for all their hard work throughout the year.
The Duke and Duchess will reportedly also miss out on the family’s pre-Christmas luncheon at the palace on Wednesday.
But as one royal insider stressed, the Queen was fully aware Harry and Meghan wouldn’t attend the annual functions, and she apparently approved of them not being there.
"As the couple made clear a few weeks ago, they are taking some time away together as a family," the insider told the publication.
"This means that they will miss Christmas events."
Harry and Meghan’s absence at the formal gatherings comes as it was revealed they have tightened their security at home.
According to Express, a new fence has been built near Frogmore Cottage to greater increase protection for the royal pair and their son, Archie.
The hand-made, wooden fence sits behind a picket fence, to stop people prying inside the garden from nearby, public paths.