Both Chelsy and Harry’s other serious ex, Cressida Bonas, were invited to the ceremony at St George’s Chapel because, as the Duke of Sussex told friends, he though it was “the right thing to do”.
However, neither were invited to the evening reception held at Frogmore House.
The details come as Prince Harry and Meghan Markle's final royal engagements have been confirmed.
The Duke and Duchess of Sussex will join Queen Elizabeth, Prince William and Kate Middleton at the Commonwealth Day service on March 9 at Westminster Abbey.
The couple will appear with the rest of the royals for the first time since their bombshell announcement that they were leaving the royal family in January.
Harry and Meghan will step down from royal duties on March 31.
The Prince arrived in the UK last week and his wife Meghan will join him this week ahead of their last official royal engagement.
Royal fans will be able to watch the ceremony unfold as the Commonwealth Day service will be broadcast live on BBC One in the UK and across the BBC World Service.
Harry has been undertaking numerous engagements since he returned to the UK last week without his wife or son, Archie.
On Friday, Harry teamed up with rock star Bon Jovi to raise funds for wounded servicemen and servicewomen in the Invictus Games. The pair met at Abbey Road Studios in London on Friday morning, where they recorded a rendition of 'Unbroken' alongside with the Invictus choir.
The brief video shows a nervous Prince Harry standing in front of a microphone with Bon Jovi listening carefully to the instructions given to him by the rock star.