But eagle-eyed fans noticed that while watching the game, Markle at one point appeared to turn and speak to Harry, but he didn't react as he was having a conversation with someone else. She then turned her focus back to the game.
"Is it my imagination or is Harry ignoring her?" one social media user wrote.
"The look on her face as she turns around after being completely ignored was priceless," another person said.
"He totally ignores her," a third commenter wrote.
The new parents made a surprise appearance at the first of the two-game series. They chatted with Yankees pitcher, CC Sabathia, and Red Sox player, Chris Sale ahead of the game, where a member of the Invictus Games Foundation, which Prince Harry founded, threw the first pitch.
The Duke and Duchess also received personalized gifts from each team for their newborn son, Archie. The Yankees gave him a customized pinstriped shirt and the Sox gifted the baby a mini red bat and red onesie.
The occasion marks the second time Markle has made a public appearance since the birth of her child. The first was in June at the annual Trooping of the Colour, which celebrates the queen's birthday.
In that event, fans also spotted Prince Harry appearing to correct his wife when she turned around twice to speak to him while on the balcony in front of the cheering crowd.
According to a lip-reading expert from the DailyMail, Prince Harry allegedly told Markle to "turn around" and "look" forward before England's National Anthem started playing.