The Metropolitan Police Counter Terrorism Command investigated the letter containing white powder after it was sent to St. James Palace on Feb. 12, The Telegraph reported.
Scotland Yard said it is investigating the incident as a "racist hate crime," The Guardian reported. One report said that the letter contained a racist note.
Markle is a biracial American actress and will marry into the British royal family in May.
The letter arrived shortly before another package containing white powder arrived at the Palace of Westminster.
Police are investigating if both packages were sent by the same person.
The powder substances in both packages were tested and found to be harmless, the Evening Standard reported. No arrests have been made.