Prince Harry and Meghan Markle
Meghan Markle and Prince Harry's ex Chelsy Davy have this shocking connection. Pictured: Prince Harry and Markle wave as they leave Windsor Castle after their wedding to attend an evening reception at Frogmore House, hosted by the Prince of Wales on May 19, 2018 in Windsor, England. Getty Images/Steve Parsons

Meghan Markle and Prince Harry's ex, Chelsy Davy, have a surprising connection with each other.

According to James Bickerton of Express, Prince Harry's wife and his ex-girlfriend have a mutual friend who also happens to be Davy's current boyfriend. Davy is dating James Marshall, a 44-year-old divorced TV producer. Marshall was married to Elettra Wiedemann, an American food writer and model, who happened to be among Markle's circle of friends.

Wiedemann and Markle are reportedly good friends. In fact, they were photographed together at multiple events. Wiedemann also wrote an entry for the duchess' personal blog "The Tig." Markle already deleted the blog just months after she started dating the royal prince.

Davy and Prince Harry's other ex Cressida Bonas were invited at couple's royal wedding. According to Katie Nicholl, a royal biographer, Prince Harry and Davy were reluctant to let go of each other and even tried to rekindle their romance in 2015 by flying to Africa together. Apparently, they spent time together but never reconciled.

"You sort of get the feeling that neither of them were quite ever willing to completely let go of that love affair. They'd carved their names into one of the tree trunks on the family estate. It was such a love affair, it really was," Nicholl told InStyle about Prince Harry and Davy.

"Right up until 2015 they were trying to give it another chance. I was quite struck by that and I think everyone that's been in love, you know, you never forget your first love, and in that respect, I think Prince Harry was no different," the author of "Harry: Life, Loss, and Love" added.

Although Prince Harry and Davy never end up together, they remain friends. In fact, Nicholl noted that "there's that amazing respect between the two of them." "Neither of them have spoken about their relationship and I think you have to respect and admire them for that," Prince Harry's biographer stated.

In related news, Davy reportedly realized that she doesn't want a royal life after witnessing Prince William and Kate Middleton's wedding in 2011. She felt that since they're from different worlds, things would never work out for them.

"A friend revealed that seeing the enormity and pomp of the day convinced Chelsy that she and Harry had been right to separate," Angela Levin wrote. "Although they had a lot in common, she saw clearly that because they came from such different worlds it could never have worked, especially as she valued her privacy and guarded it so carefully."