The 46-year-old British actor shared details about the event in an interview Friday with BBC Radio 1Xtra.
Elba said he played the Whitney Houston hit "I Want to Dance with Somebody" at Markle and Harry's wedding reception, which proved a big hit with the couple and their guests.
"What? Did that go off. Mate, a lot of tunes went off. Meghan sent me a playlist," Elba said. "Meghan sent me a playlist with some bare tune on it. I don't want to go into the tunes."
The Luther star refused to list other tracks to protect the couple's privacy. He did say he played some West Coast rap, leading host Ace to guess Dr. Dre, Tupac and Snoop Dogg.
"There was some West Coast on it. That's all I'm saying," Elba said.
Elba previously discussed the experience on The Ellen DeGeneres Show in March.
"Harry and I, we hung out a couple of times through his dad's charity, The Prince's Trust, [which] helped me out as a young actor. I do a lot of work with them and met Harry and [Prince] William a few times," Elba said.
"Harry came to a couple of parties that I DJed and he was like, 'Hey man, what are you doing [on May 19]?' I was like, 'Nothing.' He goes, 'Would you DJ at my wedding?' I was like, 'Is this a joke? Are you joking?' He's like, 'I'm serious,'" he said.
Elba is known for starring on the BBC One series Luther, which aired its fifth season in January. He will star in the Fast and the Furious spinoff Hobbs & Shaw, which opens in theaters Aug. 2.