A source has confirmed to PEOPLE that Harry, Meghan Markle, 43, and children Prince Archie, 5, and Princess Lilibet, 3, will spend the holiday in the U.S. They have not been invited to the royal family's Christmas gathering at Sandringham, Norfolk.

The Duke of Sussex made a new appearance on Tuesday as he surprised bereaved military children and young people during their charity's Christmas party.

Prince Harry is a global ambassador for Scotty's Little Soldiers, which helps children and young people who have experienced the death of a parent who served in the British Armed Forces.

Prince Harry joined a virtual Christmas party on Tuesday for 280 children who have lost parents serving in the British armed forces. The Duke of Sussex, who serves as Global Ambassador for Scotty's Little Soldiers charity,