Following a noon ceremony in St George's Chapel the newlyweds will make a "short journey" in the carriage, leaving the castle at around 1 pm (1300 GMT), it said.
"Prince Harry and Meghan Markle are hugely grateful for the many good wishes they have received since announcing their engagement," the palace said in a statement.
"They are very much looking forward to the day and to being able to share their celebrations with the public.
"They hope this short journey will provide an opportunity for more people to come together around Windsor and to enjoy the atmosphere of this special day."
Archbishop of Canterbury Justin Welby will officiate on May 19 as the couple make their marriage vows, while the Dean of Windsor, David Conner, will conduct the wedding service, the palace also confirmed.
Later that evening Prince Charles will host another reception for the couple and their "close friends and family", it added.
Harry and Markle announced their engagement in November and have since made a series of public appearances, drawing crowds of well-wishers.
A royal spokesman confirmed soon after the announcement that the couple had chosen to marry in Windsor, Queen Elizabeth II's weekend residence.
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