Prince Harry and Meghan Markle Have Been Photographed Together for the First Time

12/15/2016 08:46 am EST

Prince Harry and actress Meghan Markle have been keeping their relationship quiet since they began dating a few months ago, but the pair have finally been photographed together after attending a play near London's West End this week, The Sun reports.

In the photo, the pair cuddle up against the cold in beanies and coats as they walk along Piccadilly, accompanied by one royal protection officer. The outing came just days after the pair were seen shopping for a Christmas tree together Monday night.

"Harry has said his privacy is important to him but they are clearly not afraid to be seen in public together," a source said.

Markle traveled to London about a week after Harry visited her in Toronto, E! News reports.

"Harry has been traveling and wanted to make time to see Meghan," a source said. "They wanted their time together to be private."

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