Canada will no longer provide security for Prince Harry and Meghan Markle, the Canadian government said on Thursday, once the couple are no longer working members of the British royal family in the coming weeks.

The Royal Canadian Mounted Police have been assisting London's Metropolitan Police with security for the Duke and Duchess of Sussex "intermittently" since November, when the couple began a six-week holiday in Canada, according to a statement from the federal Office of the Minister of Public Safety.

But once Harry and Meghan are no longer considered senior members of the British royal family, they will no longer receive the publicly-funded security that is estimated to cost into millions of dollars.

The couple stunned the royal family in early January with a surprise announcement that they would be stepping down from their roles as senior royals, in order to gain freedom from the intense media scrutiny that has followed them for several years.

They announced their intention to spend more time in Canada, which could put part of the responsibility of their security onto the Canadian government.

"As the Duke and Duchess are currently recognized as Internationally Protected Persons, Canada has an obligation to provide security assistance on an as-needed basis," the government statement said.

"The assistance will cease in the coming weeks, in keeping with their change in status."