RELATED: Meghan Markle Used a Code Word to Talk About Prince Harry on the Set of 

While on the show together, Meghan and Pierce shared a close bond. Before going public with her romance, Meghan had only told a few of her closest friends, including Pierce, about Harry.

“She met this nice guy and we always talked about him in code really. You know, ‘How you doing?’ ‘Oh, I’m going to London, coming from London, whatever,’” Pierce told Harry Connick Jr. on an episode of Harry, according to 

As soon as their engagement was announced in November 2017, her proud TV dad tweeted his excitement.

“Congratulations to my TV daughter Meghan Markle and Prince Harry on the news of their wedding engagement,” he wrote. “Harry you have her TV Father’s blessing. Robert Zane approves.”

Mark Holzberg/USA Network/NBCU Photo Bank via Getty Images

Pierce also revealed that before Meghan made her official exit from the 

“I had a really wonderful moment as we were coming to an end of her time on the show,” he said. “It was just she and I in the room and I said, ‘I know your life is going to change but always know, no matter where you are, I will always be your loving fake father.’”

  • Ian Watson/USA Network/NBCU Photo Bank via Getty Images

    RELATED: Inside Meghan Markle and Prince Harry’s Babymoon Getaway (Just 45 Minutes from Their New Home!)

    As Meghan approaches the end of her pregnancy, she and Harry, 34, have been making the most of their final weeks as a twosome, including going on a recent mini-babymoon at Heckfield Place.

    Earlier this month, PEOPLE confirmed that the royal couple officially moved out of their Kensington Palace home and into their new cottage in Windsor.

    The pair have lived in Kensington Palace’s Nottingham Cottage since their engagement, but the two-bedroom home was never likely to be a long-term residence — especially once they had children.

    With all the pressures that come with bringing a baby into the world, the parents-to-be are resolved to build a sanctuary for their little family, according to a source close to the couple.

    “This is a very happy time for Meghan and Harry,” the source previously told PEOPLE. “This baby has brought them even closer.”

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