She and Prince Harry had been in Canada over Christmas with son Archie.
It comes as the Queen, the Prince of Wales and the Duke of Cambridge asked staff to find a workable solution after the couple announced they will step back as senior royals.
The Royal Family was said to be "hurt" at the couple's statement.
Palace sources have told BBC royal correspondent Jonny Dymond that Prince Harry and Meghan did not consult any other royal about making their personal statement.
In their announcement on Wednesday evening, Prince Harry and Meghan revealed they intend "to step back as 'senior' members of the Royal Family, and work to become financially independent".
They plan to split their time between the UK and North America, while "continuing to honour our duty to the Queen, the Commonwealth, and our patronages".
The decision came "after many months of reflection and internal discussions", they added.
On Thursday, BBC royal correspondent Nicholas Witchell said the Queen had been in touch with the Prince of Wales and the Duke of Cambridge.
They all directed senior staff to work with the Sussex household and government to find a solution within days.
It was later confirmed to the BBC that Meghan had left for Canada, said BBC royal correspondent Jonny Dymond.
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