Looking Back at Prince Harry’s Most Serious Relationship — The One That Got Away

Prince Harry’s first love wasn’t Meghan Markle, but Chelsy Davy, the woman many in the royal circle still dub as ‘the one that got away.’ Their on-and-off romance stretched through much of Harry’s twenties, fiery but fragile, and significant enough that he revisited it years later in his memoir, Spare, bringing it up in court cases too.
Harry first met Davy in 2004 while he was on his gap year in Zimbabwe. There, Davy’s father owned a game reserve. It ideally began as a holiday fling and evolved into his first serious relationship. Soon thereafter, Harry was spending time with her family in South Africa, and Davy was at his side on occasions like the Princess Diana memorial concert in 2007.

In Spare, Harry revealed what drew him to her. “I loved Chels’s ease, that she wasn’t complicated. She didn’t care what anyone thought,” he wrote, recalling her carefree charm, from dancing however she pleased to matching him shot-for-shot with tequila. She was, he said, refreshingly different. Remembering Davy years later, Harry also wrote that she was "unlike so many girls he met" because she didn’t suffer from 'throne syndrome' and "wasn’t visibly fitting herself for a crown the moment she shook his hand."
But Harry’s reality wasn’t easy to merge with Davy’s free-spirited world. The glare of the tabloids was continuous, and Harry’s late nights at London hotspots like Boujis and Raffles frequently reduced Davy to tears. Reportedly, it was the constant media scrutiny, coupled with rumors of his roving eye, that made their relationship all the more difficult.

Royal biographer Katie Nicholl documented the course of the much-publicized relationship in The Making of a Royal Romance. The couple often circled within the ‘Glosse Posse,’ Harry’s Gloucestershire set of party friends, including Guy Pelly, Tom Inskip, and the Harbord sisters. Even there, Harry often admitted that Chelsy was "the best thing that ever happened to [him]."
Still, the cracks could hardly be hidden. They broke up more than once, most memorably in 2007 before Harry’s Iraq deployment, after he was seen leaving a nightclub with TV presenter Natalie Pinkham. But by 2009, the relationship’s cycle of breakups and reconciliations had worn them both down. Nicholl recounts how Davy finally ended things; she removed the blue topaz ring Harry had given her as a birthday gift and updated her Facebook status to “Not in a relationship.” It was a move that reportedly left the Prince shocked. “Harry could not believe Davy had done it so publicly,” Nicholl wrote.

As one of her friends explained, “Davy was fed up with just being Harry’s girlfriend. She felt she was making all the effort, and he wasn’t making enough. She also wants to be her own person, not just Prince Harry’s girlfriend.” By 2010, the couple had finally separated, but it was not a bitter ending. She did not want to be in a gilded cage that came with being in the royal family, but she continued to be Harry’s friend. She was interestingly ever invited to Prince William and Princess Kate’s wedding in 2011, and also to Harry’s own with Meghan Markle in 2018.