The Royal Train is often used by the Queen when travelling the UK, who favours travel by rail over plane.
Dating back to Queen Victoriaâ€™s reign in the mid 19th century, it was first commissioned for use by the monarch in 1842.
It is the first time the duo will attend an event together without their respective partners.
The train itself is a rather lavish affair when it comes to the size of it.
There are nine carriages in the Royal Train, which includes a sleeping car, dining car and kitchen, and couchette car.
It can fit up to 34 people, which will include a large entourage of people.
This can include a private secretary, dressers, hairdresser, cleaners, bodyguards and press officers.
The Royal Train has come under fire in recent years for being an expensive way to travel.
On average, it costs taxpayers ÂŁ800,000 a year to run, approximately ÂŁ52 per mile.
To reduce costs, the only royals to be able to use the train are the Queen with the Duke of Edinburgh, or The Prince of Wales and the Duchess of Cornwall.
It is thought that the invite to Meghan is the first of its kind, with Prince Harry or Prince William never being extended the same courtesy.
The Queen has a rather bizarre rule when travelling across the country by Royal Train.
While taking a bath at 7:30am in her private ensuite, she requests that the train avoids the bumpy tracks during this time.
This is to avoid splashing in the bath as it travels at speed.
Royal family travel costs hit a whopping ÂŁ4.5 million during 2016/2017.
Flights are one of the priciest parts of the final amount, with Prince William and Kate Middletonâ€™s private jet to Bhutan costing ÂŁ62,331.
Prince Charles and the Duchess of Cornwall had the priciest trip when visiting Romania, Italy and Austria for a nine-day tour, costing ÂŁ154,000.
Despite this, the Queen is much more frugal and has tightened costs in recent years.
A source told the Independent â€śshe might have a word in the ear of the principle,” if costs are spiralling out of control.