Meghan Markle Baptized in Private Ceremony The bride to be was baptized at St. Jame's Palace in London this week with Prince Harry by her side, according to media outlets in the UK. The chapel was also chosen as the place where Prince George, Prince Harry's nephew, was christened in 2013. Markle, who was brought up Protestant, did not have to convert before the wedding, but she announced that she would anyway. The baptism marks the latest arrangement by the royal couple and officially solidifies Markle's acceptance into the Anglican Church.