The couple are in town ahead of an appearance at the Global Citizen Live humanitarian event, set to be held in Central Park on Saturday.
Sources say they dined at the hotel’s swanky Bemelmans Bar, which is famous for its live grand piano music and whimsical murals by artist Ludwig Bemelmans, on Wednesday night before visiting the city’s One World Observatory skyscraper on Thursday.
The Carlyle, in the city’s rarefied Upper East Side neighbourhood, was Princess Diana’s five-star of choice when she would visit the city.
She would regularly book the Royal Suite, an $8,000-a-night, 1,800-square-foot apartment, which remains one of the hotel’s most requested rooms.
The hotel’s suites are famous for their tower views of Central Park, which is just a block away.
Harry and Meghan are not thought to be staying in the Royal Suite, which until recently was still under renovation.
The Duke and Duchess of Cambridge also stayed at The Carlyle during a visit to New York in 2014.
Built in 1930 and home to a locally loved jazz club, the hotel is something of a cult favourite among New York’s rich and famous.
The staff are so famously discreet about their A-list guests that the hotel has earned the name “the Palace of Secrets”.
A 2018 documentary, Always at The Carlyle, revealed celeb fans of the hotel included George Clooney, Anjelica Huston and Naomi Campbell, many of whom told colourful anecdotes about their stays there.
Every US president since President Truman has also visited the hotel.