Kensington Palace CONFIRMS Prince Harry has been dating Meghan Markle for months and insists: 'It is not a game - it is her life and his'

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Prince Harry has today finally confirmed he has been dating Suits actress Meghan Markle for 'a few months'.

In an extraordinary statement on his love life, Kensington Palace said Harry is 'worried about Ms Markle's safety' following the abuse and harassment she has faced since rumours of their relationship first surfaced nine days ago.

The statement, issued at about 10am in response to growing royal concern about the welfare of Miss Markle, said: 'It is not right that a few months into a relationship with him that Ms Markle should be subjected to such a storm.'  

New couple: Prince Harry has today finally confirmed he has been dating Suits actress Meghan Markle for 'a few months' 

In the public eye: Harry's new girlfriend Miss Markle leaves her home in Toronto, Canada, last Thursday

It added that the 32-year-old prince feels 'this is not a game - it is her life and his' and that he is 'deeply disappointed that he has not been able to protect her'.

The statement also said: 'Since he was young, Prince Harry has been very aware of the warmth that has been extended to him by members of the public.  

'He feels lucky to have so many people supporting him and knows what a fortunate and privileged life he leads.

It continued: 'He is also aware that there is significant curiosity about his private life. He has never been comfortable with this, but he has tried to develop a thick skin.'

Harry’s secret love affair was revealed on Sunday, October 30 after they were given away by matching friendship bracelets they have both worn for months.

Toronto-based actress Miss Markle shared photograph after photograph of her wearing the African-style jewellery on her near monthly trips to London.

The actress, who is best known for her role as Rachel Zane in US legal drama Suits, is believed to have charmed the royal when he visited Toronto in May. 

Harry was promoting his Invictus Games in the city and met her at a function.

They had been seeing each other secretly since then, spending time together in London and Canada, and Miss Markle has dined with Prince William and Kate, as well as Harry’s father Prince Charles.

Actress Miss Markle (pictured on the red carpet in 2013) is best known for her role as Rachel Zane in US legal drama Suits

A section of the statement issued at about 10am in response to growing royal concern about the welfare of Miss Markle

But last Sunday Harry scrapped a secret trip to Canada to meet with his new lover after details of their six-month relationship emerged in the press.

Harry was booked on to a British Airways flight from Heathrow to Toronto at 11.30am and due to land in the Canadian city at 3.30pm on Sunday but was a 'no show', a source said.

Hours before he was due to leave the country claims they had been seeing each other for nearly six months broke in Britain.

The source said: 'The flight was booked last week but he was a no-show. The crew for the British Airways flight knew the Prince was booked to travel with them. 

'It appears he pulled out at the last minute and decided not to travel.'

The actress, who has been married before, has also likely dated Northern Irish golfer Rory McIlroy and Canadian star chef Cory Vitiello, who she was apparently romantically linked to when she met Harry. 

In March Mr Vitiello was boasting on Twitter that he was 'so proud of my lady' after she was named a global ambassador for the children's charity World Vision.

The prince also follows the actress on the picture sharing website Instagram using a pseudonym. 

Intriguingly, Harry, who publicly professes to hate social media, is one of her million followers and she also follows him. 

The revelation was telling because the prince has a private account and only 'follows' a few close friends and charities, suggesting the pair know each other fairly well.

Despite managing to keep their relationship secret for months, Miss Markle gave clues that they were together.

After their Toronto meeting in May, Miss Markle was seen in the Royal Box at Wimbledon on June 28 - the same day Harry appeared on stage with Coldplay in west London.

Miss Markle posted several pictures of recent trips to London, including a view that appears to be of Kensington, where Harry lives, in July, and a picture of his grandmother's house, Buckingham Palace.

In August she was back in London sightseeing near Tower Bridge and in September she also posted a picture of herself at the luxury Soho Farmhouse in Oxfordshire with friend Millie Mackintosh.

By then she was wearing a distinctive beaded friendship bracelet with blue, white and black beads - Harry has been wearing an identical one since April this year.

And just a fortnight ago the actress posted a photograph of herself in a Sainsbury's supermarket, again with the bracelet on show, while Harry was also in London this month, attending a Met Police memorial service and a day trip to a youth centre in Nottingham.