The couple will watch the Trooping the Colour event with other royals at Horse Guards parade, a spokesperson for the couple told CNN.
That also means Prince Andrew, whose reputation has been tarnished by a civil US sexual abuse lawsuit which he settled, will be absent.
Their two children, Archie and Lilibet, have accompanied them on the trip — giving the Queen her first opportunity to meet her great-granddaughter, who turns one on Saturday. Lilibet was named after the monarch, who has traditionally been referred to by the nickname by close members of her family.
They returned to the UK to visit the Queen in a secret meeting in April, and Harry attended a memorial service for his late grandfather Prince Philip last year, but they have not joined a royal event together since that departure.
Though Thursday’s Trooping the Colour parade celebrates the Queen’s official birthday, it is doubling as a curtain-raiser for her four-day jubilee weekend. Festivities will also include a thanksgiving service on Friday and a pageant on Sunday.