Prince Harry however is planning to attend.
UK newspapers were also dominated by the news of his death.
Buckingham Palace has announced Prince Philip's will be held on April 17.
The service will be held at St George's Chapel in Windsor Castle.
The ceremony will last for 40 minutes on Sunday.
"He has been incredibly respectful, very sympathetic."
The Duke passed away peacefully.
The Duke of Edinburgh died aged 99 on Friday.
"It's very unlikely Meghan will be able to travel to London for the funeral."