Meghan and Harry were driven to Admiralty House. The tour officially begins on October 16 and will finish on October 31.
Prince Harry and Meghan Markle's flight touched down at Sydney Airport just after 6am, but they are expected to have a quiet day on Monday as their official duties for their 16-day tour start on Tuesday.
They attended the Invictus Games a year ago in Toronto together as their first public appearance as a couple.More news: Senators urge tough USA response over missing Saudi writer
In the coming days, Prince Harry and Meghan will visit attractions including the Sydney Opera House, Taronga Zoo and Bondi Beach.
Harry and Meghan's tour of Australia is seen as a key one for the royal couple who, during a TV interview to mark their engagement last November, spoke of their desire to promote humanitarian causes close to their hearts across Commonwealth member countries including Australia.
Harry will pay tribute to Fijian war veterans and the couple will attend a state dinner before flying to Tonga.
They will then head back to Sydney before travelling to Fraser Island, then onwards to Fiji, Tonga and New Zealand.More news: Deshaun Watson Injury Keeping Bills-Texans Betting Line Off the Board
After watching some of the games, Harry and Meghan will fly north to Queensland's handsome Fraser Island where they'll be met by the traditional owners and the Premier of Queensland.
Kensington Palace said in a statement: "There is a long history of friendship between the royal family and Australia, Fiji, Tonga and New Zealand, and their links with the United Kingdom are extensive".
"The duke and duchess are very much looking forward to experiencing the unique cultures and customs of those four Commonwealth countries and have asked that this tour allow them opportunities to meet as many Australians, Fijians, Tongans, and New Zealanders as possible".More news: US to seek currency chapters in trade talks with Japan, others: Mnuchin