He wasn't alone, though – the dad-of-two was joined by his new girlfriend Lindsay Wallace, and the pair looked smitten as they walked around the grounds holding hands.
Peter beamed for the cameras and looked dapper in a smart blue suit while his stylish beau wore a long blue lace-effect short-sleeved dress with a pink handbag and white heels, styling her long blonde hair so it flowed past her shoulders.
The couple made their public debut last month, as part of the Queen's Platinum Jubilee celebrations.
WATCH: Peter Phillips gives heartbreaking interview about Prince Philip's death
The couple were photographed enjoying the event, before later heading to the Platinum Party at the Palace that night and the Platinum Pageant in honour of the Queen's incredible reign the following day.
Peter and Lindsay made their Wimbledon debut on Wednesday
Lindsay is a former schoolfriend of Zara, who is believed to have introduced the couple. Peter and his ex-wife, Autumn Phillips, announced their split in 2020 and their divorce was finalised last year.
The former couple married in 2008 and share two daughters: Savannah, 11, and Isla, ten.
When they announced the news of their split, the pair described the end of their relationship as "amicable".
The couple at Royal Ascot
The Queen was understood to have been saddened by the announcement. Peter Phillips became the first of her grandchildren to wed when he married Canadian management consultant Autumn Kelly on May 17, 2008.
There were three hundred guests – including the Queen and the Duke of Edinburgh – at the nuptials at St George's Church, with around 70 members of Autumn's family jetting in from her home country of Canada.
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