Royals PHOTO: Prince Harry Hits the Gym One Day After Announcing His Engagement to Meghan Markle Sweats? Check. Beanie? Check. Royal groom-to-be? Check! By Diana Pearl Published on November 28, 2017 03:43 PM Share Tweet Pin Email Prince Harry is sweating before the wedding! Harry was spotted leaving a gym in Chelsea, London, just a short walk away from his and new fiancée Meghan Markle‘s home at Nottingham Cottage at Kensington Palace. Wearing gray sweats and sneakers, Harry was accompanied by a royal protection officer for his afternoon workout. He also wore a gray beanie — an accessory favored by his bride-to-be too. They’ve even matched their beanies! The Image Direct Harry has been hitting the gym more frequently since Meghan came into his life, and he has made subtle tweaks to his diet — giving up indulgences like pizza, for example. He has also been educating himself about wine, a favorite of Meghan’s. She even named her now-defunct blog, The Tig, after her preferred red (Tignanello). “He has been catching up quick,” an insider tells PEOPLE in this week’s cover story. Harry and Meghan announced their engagement on Monday morning. The early announcement was followed by a photo call in Kensington Palace’s sunken garden, and then a televised engagement interview in the afternoon. On Tuesday, Kensington Palace shared that their wedding will take place in May at St. George’s Chapel in Windsor Castle.