Melbourne wowed by Meghan and Harry

Want to impress a Melbourne crowd? Show some Aussie Rules flare.

And that's exactly what Meghan, Duchess of Sussex, managed on her first visit to the footy-mad city.

Teetering in a pair of navy stilettos during her fly-in, fly-out trip on Thursday, the 37-year-old willingly grabbed and handballed a Sherrin as she mingled with AFLW players at Government House.

Nearby, husband Prince Harry declined to follow suit, possibly recalling some of history's famous royal sporting gaffes.

But Meghan could do no wrong.

"She's beautiful, she's perfect," long time royals fan Sandra Nomikos said after meeting her.

The Duke and Duchess of Sussex, who married just five months ago, seem to have taken the mantle of Melbourne's favourite royals.

It was a hugely successful third day of their 16-day trip to Australia, Fiji, Tonga and New Zealand.

The day began with a walkabout where thousands waited for several hours for the royal pair to show.

The Duke and Duchess then spent longer than expected, shaking hands, chatting, accepting gifts - and even breaking protocol.

"Prince Harry just hugged me," said an overwhelmed India Brown, who was left shaking and crying after the duke embraced her.

"I didn't expect it to happen because it against protocol."

It was a day that took in some of the couple's keen interests - mental health, the environment and children.

But it was also about showcasing Melbourne - with a touch of footy, good food, a tram ride and a visit to a blustery bayside beach.

Lola Marinis, 12, from Middle Park Primary School, who joined Harry and Meghan on the tam trip, summed up the day.

"I feel like the luckiest girl in the world right now," she beamed.

Harry and Meghan return to Sydney on Friday where another beach visit is on the cards along with an Invictus Games event.