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Cressida Bonas attends the London Evening Standard Theatre Awards at the Theatre Royal on December 3, 2017 in London, England Getty

With his new fiancée Meghan Markle returning to Los Angeles, Prince Harry was out Christmas caroling in the same venue as ex-girlfriend Cressida Bonas.

Harry, 33, arrived solo for the Henry Van Straubenzee Memorial Fund concert in Chelsea last night (5 December), making a discreet entrance as he slipped from his car into St Luke's Church for the event.

The royal's latest appearance comes a few days after Harry's first official engagement alongside his partner Markle in Nottingham, who announced their engagement on 27 November.

But while the Suits actress, 36, has now officially relocated to the UK and moved into Nottingham Cottage with Harry in the grounds of Kensington Palace, she was nowhere to be seen at the service last night. She is thought to have temporarily returned to LA.

According to US Weekly, Markle is in the States catching up with her mother, Doria Ragland, before she returns to the UK to spend Christmas with the Queen and the rest of the royal family at Sandringham.

28-year-old Bonas, meanwhile, appeared in high spirits as she attended the service in a fashion-forward blue and black leather-trimmed coat with high black boots and minimal make-up.

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Prince Harry and his fiancee US actress Meghan Markle are greeted as they arrive to attend a Terrence Higgins Trust World AIDS Day charity fair at Nottingham Contemporary in Nottingham, central England, on December 1, 2017 Getty

The aspiring actress is the youngest daughter of 1960s "It Girl" Lady Mary-Gaye Curzon, who accompanied her to the church.

She was romantically involved with Harry from 2012 until 2014, when they split amicably with reports claiming Bonas wanted to carve out a career in the entertainment industry.

Bonas was introduced to Harry by Princess Eugenie – who is the youngest daughter of Prince Andrew.

The Duchess of Cambridge's mother Carole Middleton and sister Pippa Middleton also attended the service, with the pair being regulars at the concert having attended since it began 15 years ago.

Bonas' appearance comes after she posted a cryptic message on Instagram a day after Harry and Markle's engagement announcement. It read: "No matter how educated, talented, rich or cool you believe you are, how you treat people ultimately tells it all."

The actress also appeared in a poignant music video for James Arthur's Naked single that same week, where her character, who appears to be romantically involved with Arthur, breaks down in tears.