Before signing off as Meghan and Harry, rather than using their official titles, they wrote: "Until then, please take good care of yourselves, and of one another."
They also thanked well-wishers for their support and kind messages.
The caption read: "Thank you to this community - for the support, the inspiration and the shared commitment to the good in the world. We look forward to reconnecting with you soon. You've been great!"
Meghan and Harry also reassured fans that while they won't be in the public eye for the time being, they will be working hard behind the scenes.
They said: "As we can all feel, the world at this moment seems extraordinarily fragile.
"Yet we are confident that every human being has the potential and opportunity to make a difference—as seen now across the globe, in our families, our communities and those on the front line—together we can lift each other up to realise the fullness of that promise.
"What's most important right now is the health and wellbeing of everyone across the globe and finding solutions for the many issues that have presented themselves as a result of this pandemic.
"As we all find the part we are to play in this global shift and changing of habits, we are focusing this new chapter to understand how we can best contribute."
Meghan and Harry shocked royal watchers around the world when they announced their plans to step down in January.
Since then there have been a large number of meetings between senior members of the royal family, aides, security officers and other key figures to work out the logistics.
March 31 is the official date for the change, although the couple have already moved to LA and started their new lives.
Meghan Markle and Prince Harry took to social media to say their final goodbye to royal life on the eve of Megxit.
In what will be the couple's last post on their popular Sussex Royal Instagram account, they thanked followers for their support and said they looked forward to "reconnecting" soon.
But their last message also included a plea in the midst of the coronavirus Covid-19 pandemic.
The couple shared a graphic reading: "Thank you to this community for the support, the inspiration and the shared commitment to the good in the world."
They finished the caption with a message asking fans to look out for the people around them at this difficult and uncertain time.