The down-to-earth couple shunned an airport chauffeur - instead opting to get the Heathrow Express train home.
Stunned onlookers reportedly saw the smitten couple sitting reading magazines in the first class carriage.
But while rumours are rife that Harry may have popped the question on holiday, witnesses said there was no sign of a ring on Meghan's finger.
Friends told the Mirror the couple were "incredibly serious" about each other and are planning a future together.
Harry ended his African tour with Megan at Victoria Falls
Harry, 32, and Meghan flew to Botswana three weeks ago on her 36th birthday and have been enjoying an idyllic holiday seeing the wildlife and taking a water safari on the Okavango Delta.
A source said the couple were "having the time of their lives".
Friends believe Harry will propose while they are in Africa
The couple are believed to have rounded off the incredible trip with a romantic tour of the Victoria Falls.
The couple are understood to have travelled to Livingstone in Zambia, a gateway for visitors heading for the stunning waterfall , after spending more than two weeks in neighbouring Botswana.
They are keen to stay away from the tourist crowds and may take a private helicopter tour above the falls, which have been dubbed one of the seven natural wonders of the world.
A local source said: "VIPs love to take helicopter tours of the falls. It's one thing to experience them at ground level, but high up is where you really get to see how spectacular the view is and just how enormous it is."
Harry and Meghan flew to Botswana three weeks ago on her 36th birthday
Victoria Falls is one of the natural wonders of the world
The prince calls Botswana his "second home" and has frequently returned there to escape the pressures of royal life.
He became patron of Rhino Conservation Botswana in January and has used the holiday to introduce Meghan to the team he has worked with in the area.
It is understood the couple arrived in Zambia via the border town of Kazungula border on Thursday.
Harry has called Botswana his "second home"
In 2016, Harry said about Africa: "I have this love of Africa that will never disappear. And I hope it carries on with my children as well."
Following Harry and Meghan's return to London next week, the prince will be seen publicly on Wednesday.