According to the outlet, the couple, who arrived in the Big Apple this week to appear at the Global Citizen Live event, brought their own videographer with them, where he was spotted on several outings with the stars.
The two also brought along their own photographer, Matt Sayles, the outlet confirmed.
While visiting Harlem on September 24, Harry was seen wearing a microphone when he ate at Melba's.
The former actress, 40, and her hubby, 37, have had quite a busy week. First, they were spotted at the One World Observatory with Mayor Bill de Blasio and Governor Kathy Hochul, and then they were seen heading to the 9/11 museum and World Trade Center Memorial.
Meghan also read her children's book, The Bench, to kids at a school in Harlem.
"I wrote this when we just had our little boy, and I haven't read it to any other kids but you!" she told the schoolchildren.
Ever since Megan and Harry left the royal family, they signed major deals with Spotify and Netflix.
Earlier this year, it was announced that the red-headed prince would be working on a film about the Invictus Games, the charity in which he founded. For her part, the TV star revealed she is working on an animated show called Pearl.
As The Royal Observer previously reported, Prince Harry may return to the U.K. later this year to film some footage for next year's Invictus Games.
"Our understanding is that the Duke of Sussex will be accompanied by a small film crew in order to allow the public to see the hard work involved in planning these games," a source said.
Only time will tell what happens!