The gorgeous 26-year-old actress revealed that she and the royal indeed have each other's numbers.
"Well, he's friends with Cara [Delevingne]," she explained to E! News at the premiere of "Suicide Squad" in New York on Aug. 1. "They've know each other for years, and we met through friends."
She was originally photographed with Prince Harry at Cara's sister Poppy Delevingne's 2015 holiday party in a now deleted photo booth Instagram pic.
"Everyone now thinks if they come on a night out with me in London they'll bump into Prince Harry," she told The Sun in an interview from June 12, 2016. "But I didn't even know who it was. I'd had a drink or drinks. I thought I was hanging out with Ed Sheeran."
Prince Harry didn't think the confusion was so funny though. "He got really offended," Margot admitted on "The Tonight Show Starring Jimmy Fallon" back in March.
But, he couldn't have been that perturbed because the now-pals have been sending each other texts occasionally, and apparently, Prince H is fast to reply.
"He's pretty quick on text actually," the "Focus" actress joked with Extra. "Unlike me, I write back four days later, weeks later sometimes."
Here's to hoping these texting pals turn into more!