Moving on from an ex can be difficult.
"It was their final call, a parting call in which they both acknowledged Harry was moving on," a "family friend" told the magazine. "Chelsy was quite emotional about it all, she was in tears and almost didn't go to the wedding. In the end, she went and promised Harry she wouldn't try and gatecrash the party."
Davy looked cool as a cucumber when she arrived at St. George's Chapel on May 19.
She wore a blue dress and accessorized her look with a matching fascinator.
"Turning up for an ex is no easy feat," fashion stylist Sadaf Razi told E! News. "She looks really appropriate in navy and I love the bell sleeves. She looks young, but still quite chic."
After the ceremony, all 600 guests were invited to a lunchtime reception hosted by Queen Elizabeth at St. George's Hall. However, Vanity Fair reported that Davy wasn't invited to the private reception at Frogmore House, which Prince Charles hosted for 200 of Meghan and Harry's closest family and friends.
Harry met Davy in 2004. The two dated on and off again for about seven years, and she even attended Prince William and Kate Middleton's wedding in 2011. Despite the breakup, Harry and Davy appeared to still be on friendly terms.
While Harry and Meghan have been together for less than two years, a source told E! News the prince "knew immediately" she was the one.
"Even with Chelsy, Harry didn't feel this kind of spark," the insider said. "And they were together for years! Harry just knew immediately, from the moment he spent time with Meghan, that he wanted to be with her. It's a simple case of meeting the right girl at the right time."
Davy wasn't the only ex Harry invited to his big day. Cressida Bonas, who Harry dated from 2012 to 2014, also attended the royal wedding. Per Vanity Fair, Bonas was not invited to the exclusive evening reception, either.