Princess Eugenie wedding: Prince Harry's exes Cressida Bonas and Chelsy Davy wear blue

Chelsy Davy was all smiles as she made her way into St George’s Chapel, Windsor Castle today.

The 32-year-old, who dated Prince Harry between 2004 and 2011, wore a navy blue mid-length dress.

The outfit came to her knees, and featured a section of sheer fabric at the neckline and her sleeves.

She teamed the outfit with a matching blue fascinator.

But, the weather seemed to cause the businesswoman and her headgear some difficulty.

In order to avoid losing her hat, Chelsy was forced to place one hand on her head.

Seeming unphazed by the potential wardrobe disaster, the Zimbabwean shot a wide smile at the camera.

Chelsy had teamed her outfit with a pair of blue high heels, as well as a blue bag.

She wore her blonde locks in a sleek straight style, which cascaded around her shoulders.

The businesswoman enhanced her natural beauty with a sweeping of smoky eye-shadow.

Chelsy dated Prince Harry for a number of years, after first meeting in 2004.

The pair were revealed to have split in 2010, and the following year, they publicly confirmed their on-off romance had come to an end.

However, despite having parted ways, it seems the former couple left things on good terms, as Chelsy attended Prince Harry and his now wife Meghan Markle back in May this year.

She sported a different navy blue ensemble for the star-studded nuptials.

Despite having gone her separate ways with Prince Harry, Chelsy has remained good friends with his cousin, Princess Eugenie, 28.

Meanwhile, Cressida Bonas, 29, was also pictured arriving at the event in a blue dress.

Her outfit featured a midi cut, and had been patterned with lighter tones.

Ellie Goulding, who was rumoured to have had a romance with Prince Harry in the past, also stepped out in a pale blue outfit.