"I will never forget this day", Sophia later said with a huge grin.
The baptism comes ahead of Markle's wedding to Prince Harry on May 19.
Meghan's fiancé Prince Harry pulled astonished Sophia Richards out of the crowd to meet the U.S. actress on the couple's walkabout after she told him of her ambition to follow in the footsteps of the Suits star, reported the Daily Mail.
It was not required for Markle, who was raised Protestant but attended a Roman Catholic high school, to convert, but she announced at the time of their engagement that she would be baptized and confirmed before their marriage.
As for other pre-wedding activities, a source also told ET on Monday that Meghan's friends held a spa-themed bridal shower for her over the weekend at the Soho Farmhouse in London, England.
With Prince Harry in a fawn coloured cashmere jumper and navy pants, the pair, who are set to marry on May 19, looked subtly synchronised without being too matchy-matchy, and their relaxed outfits felt appropriate for an event meant to encourage young women to pursue careers in science, technology, engineering and maths (STEM) subjects.
Meghan Markle and 10-year-old Sophia Richards shared a moment.
"(It's) like a dream come true".
Prince Harry told pupils: "You must have brains the size of a planet. And Meghan said she would like to see me on TV when I become an actress", Richards told People. And you can't just come in today, do this and leave.
Meghan was speaking to Tasneem Chihani, 14, who picked Dr Anne-Marie Imafidon, the founder of the social enterprise "Stemettes", as her inspiring woman.
Meghan Markle is at it again!
And she channelled the spirit of Diana by embracing young schoolgirls on International Women's Day. Do you think she's a natural with her royal duties?