"Cara knows Harry and while we were filming Suicide Squad she was like, 'let's prank-call him,'" the actress told The Sun on Sunday.
However, Robbie, 27, was then encouraged by Delevingne, who handed over his digits on set back in 2016.
"I said, 'we can't prank-call royalty,' but anyway we did — and he was so cool with it," she explained, adding, "Prince Harry is so nice – England literally has the coolest royalty in the world."
The "Wolf of Wall Street" star spoke to Australian radio show "Kyle & Jackie O" back in January about the imminent marriage to Megan Markle.
When cohost Jackie asked Australian-born Robbie if she was friends with Harry, she coyly replied, "I wouldn't say we're close…We see each other every so often at a party here or there, but not close friends,"
The cohost then asked if the "I, Tonya" star will be invited to the Royal wedding, to which Robbie insisted, "No, definitely not that close!"
There is a famous photo of Robbie along with Harry, Suki Waterhouse, Cara Delevingne and Sienna Miller at a London party in 2015, and then Robbie later revealed to E! News that she and Harry had indeed exchanged numbers and that he was "pretty quick on text."
Royal rumors aside, Margot's career has since taken off with her Best Actress Oscar nomination for "I, Tonya," and she will go up against major talent like Sally Hawkins ("Shape Of Water"), Frances McDormand ("Three Billboards Outside Ebbing"), Meryl Streep ("The Post") and Saoirse Ronan ("Ladybird").