Kensington Palace has confirmed Prince Harry's relationship with US actress Megan Markle for the first time as it warned of press harassment of the star.

Prince Harry asked the Palace to issue the statement as he is "worried about Ms Markle's safety and is deeply disappointed he has not been able to protect her".

There has been raging speculation about the Prince's relationship with the 35-year-old divorcee, who is best known for her role as Rachel Zane in US drama Suits.

The statement said Prince Harry is aware that there is "significant curiosity" about his private life and "knows what a fortunate and privileged life he leads".

However he felt that a "line had been crossed" and Ms Markle, 35, has been subjected to a "wave of abuse".

It detailed how her family, friends, ex-boyfriend and co-workers have been bombarded by press interest.

The statement said he is aware that many commentators will argue that "this is the price she has to pay" for dating Prince Harry but he "strongly disagrees".

The statement added: "It is not right that a few months into a relationship with him that Ms Markle should be subject to such a storm."