Meghan wore a dark green Antonio Berardi dress with a collar - which she paired with drop earrings and a small clutch.
She wore her hair in a chic up-do.
Antonio Berardi is a British fashion designer of Sicilian descent, known especially for his dresses.
Football superstar David Beckham was also in the audience for the prestigious occasion.
In stark contrast to the opening ceremony which was held shortly after a severe thunderstorm in Sydney, this time the Duke and Duchess were greeted by clear skies.
The royal couple stepped out at the Qudos Bank Arena to attend the the special event - which celebrates the outstanding achievements and inspiring spirit of the competitors.
During the evening, David Hurley, Governor of New South Wales, said Harry had made “three wise decisions” in his life.
He said: “Firstly, your decision to marry Her Royal Highness.
“Secondly, your decision to bring the 2018 Invictus Games to Sydney.
“And thirdly, your decision a few years back to create the Invictus Games to assist our servicemen and women.”
During the evening the Duchess of Sussex gave a speech.
In it, she thanked the crowd for her welcome into the Invictus family and spoke of the “strength and spirit” of the Game.
“During this year’s games in Sydney, I’ve witnessed the most amazing support networks that surround competitors,” the Duchess added.
Prince Harry also gave a moving speech.
“You can be a teacher or a doctor, a mum or a dad, a child or a grandparent, a farmer, a plumber, a lawyer, or a CEO. Or anything at all," he said.
“You can identify something in your own life that you want to change for the better. And you can let the men and women of the Invictus Games remind you that no challenge is too difficult to overcome.”
Prior to their arrival, pregnant Meghan took a photo of her husband Prince Harry rehearsing his speech for the event.
The black and white photo was shared by Kensington Palace.