The young royal was spotted at the chapel of St Mary Undercroft at the Palace of Westminster where Alexander as tying the knot with Alexandra Finlay.
Dressed in a smart navy blue suit with a red tie Harry boarded a wedding bus, a red London routemaster, on his way to the venue at the Houses of Parliament.
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The groom's parents are Diana's sister Lady Jane Fellowes and Lord Robert Fellowes, who is related to Sarah, the Duchess of York and Downton Abbey creator Julian Fellowes.
Alexander and Harry's aunt Lady Sarah McCorquodale also attended the wedding dressed in pink dress under a cream jacket.
On Saturday Prince Harry attended the wedding of Lady Laura Marsham and James Meade with Prince William and Pippa Middleton.