Dame Helen's words of support come after another famous friend of the couple, David Beckham, also told of how "proud" he was of his pal, Harry.
The former England footballer, 44, praised the Duke of Sussex, 35, for 'growing up' amid his decision to step back back as a senior royal and relocate to Canada.
Discussing the couple's decision to step down, David told ET Online: "I haven't spoken to Harry about him moving.
"We speak as friends and that's the most important thing for me.
"I think he's enjoying being a young father for the first time and that's what we always spoke about," the soccer star said.
Earlier this week the couple were called "spiteful" after their latest statement took a swipe at the royal family, including Prince Charles and Queen Elizabeth, according to a royal expert.
Prince Charles' biographer Tom Bower spoke out on Monday, and accused Meghan of trying to "commercialise" the royal family.
He also described the statement from the couple, which was posted to their SussexRoyal.com website on Friday, as a "threat" that risked "destroying the 93-year-old sovereign of this wonderful country", namely, Harry's grandmother, the Queen.
During a segment on Good Morning Britain, he said: "That statement was spiteful fury by Meghan. Meghan gets what Meghan wants."
"It was rude to the Queen. What is spiteful is, she married into the royal family not that long ago and she bailed out. But she wants to bail out on her terms.
"What is most important for this country is to protect the reputation of the royal family."
He went on to say Meghan was taking the lead in the relationship and the couple's decision to split from the royal family, while profiting by way of association.
"What you've really got is this couple being led by Meghan that want to commercialise the royal family," he said.
The comments come after the Duke and Duchess of Sussex published a 'Spring 2020 Transition' statement on Friday, where responded to news that they will no longer be able to use the “Sussex Royal” trademark or the word "royal" in their commercial ventures.
The fact that they will have to wait 12 months before they can seek employment outside of the royal family was also a sore point for the couple.
The bombshell statement read: "While there is precedent for other titled members of the Royal Family to seek employment outside of the institution, for The Duke and Duchess of Sussex, a 12-month review period has been put in place.
"Per the agreement The Duke and Duchess of Sussex understand that they are required to step back from Royal duties and not undertake representative duties on behalf of Her Majesty The Queen."