A source has confirmed to PEOPLE that Harry, Meghan Markle, 43, and children Prince Archie, 5, and Princess Lilibet, 3, will spend the holiday in the U.S. They have not been invited to the royal family's Christmas gathering at Sandringham, Norfolk.

Prince Harry is a global ambassador for Scotty's Little Soldiers, which helps children and young people who have experienced the death of a parent who served in the British Armed Forces.

The Duke of Sussex made a new appearance on Tuesday as he surprised bereaved military children and young people during their charity's Christmas party.

Prince Harry joined nearly 300 youngsters for a virtual Christmas party arranged by the charity Scotty's Little Soldiers, where he reassured them about their feelings as the festive season approaches

Prince Harry and Meghan Markle, the Duke and Duchess of Sussex, reportedly haven’t received an invitation to this year’s gathering at Sandringham, the royal family’s country estate.

Prince Harry spoke of how difficult the holiday season can be for military families. Photo / Prince Harry has made a virtual cameo to deliver a heartfelt message to hundreds of children who have lost a parent in the armed forces.