The Sandringham House is Queen Elizabeth's private estate in Norfolk, England, where the family tends to spend the holidays.
According to United Kingdom media reports, a pre-wedding Christmas invitation signals how fully Markle has been welcomed into the royal family after her 16-month romance with Prince Harry.
British media said it was unprecedented for an unmarried partner to join the royals at Christmas and that Kate was not invited to Sandringham after their engagement was announced in 2010. Last year Queen Elizabeth and Prince Philip skipped their annual trip there as they were suffering from heavy colds.
They are also planning to join Markle's mother Doria Ragland in California for part of the time.
Typically, hundreds of well-wishers gather along the route to the church to catch a glimpse of the Queen and other royals.
Gremio vs Pachuca - Club World Cup Semi-Final
We had to overcome all those difficulties and now we are in the final. "We watched the match against Wydad and it was intense". It took 120 minutes and a red card for Wydad for Pachuca to get the job done and advance to the semi-final of the competition.
The royals usually exchange gifts on Christmas Eve and attend a church service at St. Mary Magadalene Church on Christmas Day before enjoying a gala lunch and, sometimes, a walk in the woods.
Prince Harry and Ms Markle's engagement was announced on 27 November after he proposed earlier in the month.
The couple are due to get married at St George's Chapel in Windsor Castle in May next year.
Prince Charles and Camilla Parker Bowles, Prince Edward and Sophie Rhys-Jones, Peter Phillips and Autumn Kelly were all married in the chapel.