Police would not say who the envelope was addressed to but said tests showed the substance to be non-suspicious.
A Met Police spokesman said an investigation from counter terrorism officers is now underway.
Authorities claim that Prine Harry's fiance was the intended recipient of a letter containing a white powder that is believed to be anthrax.
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The carriage procession will travel along a route through the streets of Windsor before heading back to Windsor Castle.
At the time there have been no arrests and the inquiries continue. The contents were also was found to be nontoxic.
St James's Palace is home to several members of the Royal Family and their household offices.
This is the first specific security scare for Markle, who is already under 24-hour police protection from the U.K.'s Royalty and Specialist Protection Command.
Last October a terror suspect allegedly encouraged extremists to attack Prince George at school.