"Meghan cried, I'm sure, she did cry, and they both said, 'Take care of yourself, we are really anxious about you, '" he said.
In welcoming everyone to the event in the Buckingham Palace Ballroom, Prince Harry gave a speech congratulating the winners on their achievements.
Queen Elizabeth, who was sitting one seat over from Meghan didn't appear to find the joke as amusing as the newlyweds but did show a hint of a smile.
According to The Sun, this is the first time Markle has attended the awards, which honor "exceptional young people" across the Commonwealth "dedicated to making lasting change in their community and beyond".
She arrived wearing a stunning blush pink ensemble by Prada with a double-breasted button design on the top, which she paired with some black heels and a small black clutch.
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"If the queen is willing to meet our arrogant and insensitive president, she has no excuse not to meet me - I'm nowhere near as bad", Markle told the USA celebrity website. "We look forward to meeting many of you this evening - but we also hope to see you in action in your home countries someday, too".
Thomas also said in the interview that he hasn't actually met Prince Harry in person, but he has talked to him on the phone. This is thought to be a first for the British royal family, though hardly surprising, since Meghan only left her star-studded career as an actress behind upon announcing her engagement to Prince Harry.
Australia's two winners were Caitlin Figueiredo and Hunter Johnson.
"The shared laughter and affection signals look very similar to Kate's poses but Meghan is now looking more like a grand-daughter-in-law than a female friend".
Similiarly, 19-year-old Cailtin has been working on the world's largest Girls Takeover Program with the Australian Federal Parliament - a programme aimed at increasing female representation and leadership.