Six-year-old Prince Archie and Princess Lilibet, four, also feature in the nearly two-minute long video, helping their parents bake cookies ahead of Thanksgiving with a local charity.
The video depicts work the duke and duchess have done under their Archewell Foundation, which has now changed its name to Archewell Philanthropies.
Announcing the rebrand on the Archewell website on Friday, Prince Harry and Meghan said the charity allowed the couple and their children to “expand upon their global philanthropic endeavours as a family”.
The charity was established in 2020 after the couple stepped down from royal duties and moved to the US.
Meanwhile, the couple’s Christmas card message reads: “On behalf of the Office of Prince Harry and Meghan, Duke and Duchess of Sussex, and Archewell, we wish you a very happy holiday season and a joyful new year.”