She was received into the Church of England by the Archbishop of Canterbury, Justin Welby, who will officiate at her wedding to Prince Harry on May 19.
There were 18 guests at the service, including the Prince of Wales and the Duchess of Cornwall and Prince Harry. Miss Markle, 36, had two baptismal sponsors. The Mail did not name the sponsors, but one sponsor is believed to be a close girlfriend of Miss Markle.
Crown Jeweler Mark Appleby "brought the silverware" used in royal christenings, including the "silver font, basin and the flask of holy order."
The baptismal water came from the River Jordan, another royal tradition.
Kay reports that the "Chapel Royal choir of six Gentlemen-in-Ordinary and ten Children of the Chapel" provided the music for the service.
The baptism was followed by Miss Markle's Confirmation -- a reaffirmation of her baptism. She will now be able to receive the Sacrament of Holy Communion.
After the 45-minute ceremony, Miss Markle and Prince Harry and their guests walked to Clarence House where Prince of Wales and the Duchess of Cornwall hosted a dinner.
As reported here in August, Miss Markle was not baptized as an infant or was she raised in any faith. Her father, Thomas Markle, was raised as an Episcopalian and her mother, Doria Loyce Ragland, has been described as a Protestant. However, Miss Markle's parents were married at the Self Realization Fellowship Temple in Los Angeles in 1979.
Miss Markle attended a Roman Catholic High School. A growing number of students who are enrolled in Catholic schools in the United States are not Roman Catholic or even Christian.
Neither of Miss Markle's parents was present for the ceremony.
Royal Musings was the first to report that Miss Markle had not been baptized as an infant.