Prince William is also there to celebrate Pelly's marriage to hotel heiress Elizabeth Wilson in Memphis, Tennessee on Saturday, but there's one guest who's missing from the US trip.
"We saw Harry happily chatting with his tablemates and one brunette female in particular, it was all innocent, friendly and, well, civilised," an onlooker from the Miami Herald told the news site.
"Kate initially thought Cressie and Harry were the real deal and their relationship would end in marriage. But in the end, she just couldn't warm to her," a source told Showbiz Spy.
With all these rumours flying around, perhaps a bit of partying with his brother and best friend is just what Harry needs?
LOVE PRINCE HARRY? This is for you...
Find out all about Harry and Cressida's split in the video below: