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A source told People Magazine last week that the royal couple relocated from Vancouver Island to Los Angeles, Markle's hometown.
Markle, 38, and Harry, 35, have been staying in a secluded compound and have stuck close to home during the coronavirus pandemic, the magazine reported. It's unclear when the couple made the move.
However, in a tweet from the president on Sunday, it became clear that U.S. taxpayers were not footing the bill for their security.
"I am a great friend and admirer of the Queen & the United Kingdom. It was reported that Harry and Meghan, who left the Kingdom, would reside permanently in Canada. Now they have left Canada for the U.S. however, the U.S. will not pay for their security protection. They must pay!" Trump exclaimed.
Rumors of a potential move to America have been circulating since the royals announced this past January that they'd "step back" and move away from the U.K. part-time.
Reports emerged last month that Markle and Harry were "looking at houses" in Los Angeles for the summer.
“They love being in Canada, but they are looking at houses in L.A., too,” a friend who was part of their circle told People magazine. “They’ll likely have houses in both places."
The insider said life in Vancouver Island was similar to what Markle experienced in Los Angeles.
Fox News' Nate Day contributed to this report.