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Prince Harry and US First Lady Melania Trump have met for the first time before they attend the opening ceremony of the Invictus Games.

They were due to join the Canadian Prime Minister Justin Trudeau to mark the beginning of Harry’s Invictus Games for wounded veterans on Saturday night.

The Prince and Mrs Trump shook hands warmly at the bilateral meeting at the Sheraton in Toronto which began at about 1.30pm local time (6.30pm UK time).

"Nice to meet you," Harry said as he was introduced to Mrs Trump and they shook hands. They stood together and smiled for the British and American news media before sitting in adjoining club chairs placed in front of their countries' respective flags.

Harry remarked on how busy the first lady has been.

"Yes, very busy," she said, before offering a compliment in return. "You're doing a fantastic job," she said.

Mrs Trump is in Toronto on her first solo foreign trip as first lady to lead the US delegation to the games.

Harry visited one of Canada’s top mental health facilities before the meeting and was greeted by huge crowds.

He was later pictured with Mr Trudeau as they held a meeting at about 4.15pm local time (9.15 UK time).

There is speculation the Prince will be joined at some point during his nine-day visit to Canada for the games, by his US actress girlfriend Meghan Markle, who lives and works in Toronto.

Suits star Ms Markle, who has been dating the Queen's grandson for just over a year, revealed her love for the Prince in an interview with Vanity Fair magazine, prompting speculation the announcement of a royal engagement was merely a formality.

The actress declared: "We're two people who are really happy and in love.

"I hope what people will understand is that this is our time. This is for us."

Harry, who founded Invictus and held the inaugural Games in 2014, is in Toronto from September 22 to September 30.

The sporting event was established for injured servicemen and women and veterans to help with their recovery.

About 550 competitors from 17 countries will compete in 12 sports.

US Master Sergeant Brian Williams, who had his left leg amputated at the knee because of an improvised explosive device in Afghanistan in 2012, said Harry is living up to the legacy of his late mother Diana with his charity work.

"He's following in his mother footsteps. Straight up," Mr Williams said.

Mr Williams said he has a lot of respect for Harry, a former soldier who served in Afghanistan. "He doesn't have to do this but he is," he said.

Mr Williams was working as a dog handler during his second deployment in Afghanistan when he was severely injured while clearing a Taliban compound. Despite his injuries he has worked hard to stay on active duty.

He also competed in last year's Invictus Games in Orlando and he's taking part in wheelchair basketball and sitting volleyball this year.

Canadian Melanie Harris is set to compete in bioarchery. Ms Harris did two tours of duty with in Afghanistan with the Canadian military. She would help carry bring in wounded soldiers to the medical facilities on base. She has since struggled with post-traumatic stress disorder.

"I was living without passion, without purpose. I needed to believe in myself again and I needed to be inspired. And these Invictus Games that's what they did," Mrs Harris said.

Earlier it was announced by Kensington Palace that Harry is to make his first official visit to Denmark next month at the request of the Foreign and Commonwealth Office.

He will tour the Danish capital Copenhagen over two days, October 25 and 26.