"It's kind of exciting", she added.
The post, which was accompanied by emojis of a Christmas tree, Santa and a snowman, came as the Queen and other members of the Royal Family prepared to head to the annual church service on the Norfolk estate.
"Having spent the last two Christmases at Sandringham, [the couple] will spend the holiday this year, as a new family, with the duchess' mother Doria".
Prince Harry and Megan Markle made a decision to spend the first Christmas with their son Archie Harrison Mountbatten away from the Royal family in the UK.
They have been reported to have been seen hiking and jogging in the neighboring north of Saanich at Horth Hill Regional Park.
Deep Cove Chalet, an upscale eatery in North Saanich, said that it decided not to take the request because their security needs make them too hard to host.
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"So proud to have taken the Christmas photo for one of my best friends and her family", the actress wrote beside the original photograph.
The couple had visited Canada many times and the Duchess lived in Canada for seven years. A spokesperson for the royals said the family is "enjoying the warmth of the Canadian people and the beauty of the landscape with their young son".
Earlier on Wednesday, the pair wished their Instagram followers a Merry Christmas.
But one resident turned down the couple's request to eat at his restaurant due to the hassle of the security that comes with hosting the royals. "The selection to base themselves in Canada shows the importance of this Commonwealth nation to them every". "If Meghan and Harry get hammered for the cost to renovate their cottage then why weren't William and Kate hammered for renovations?"
In the snap, Harry has his arm around his new wife as they watch fireworks go off over the pond.