The 32-year-old was studying law when she met the hunky prince. Here we look at what she is up to now.
Who is Chelsy Davy and where is she from?
Chelsy was born in Zimbabwe and grew up on her millionaire father's game reserve which was twice the size of Surrey.
Her mum Beverley Donald is former Miss Rhodesia 1973, and she has an older brother called Shaun.
She was set to school in England, and attended posh private school Cheltenham Ladies College – which she said was a bit of an eye-opener.
Chelsy explained: "I'd never worn makeup and suddenly everyone was in make-up. My eyes were like little saucers."
Back in Africa, she had a very rough and tumble life.
Chelsy previously admitted that she had a very outdoorsy childhood, and recalled how a poisonous boomslang snake once fell on her head, while she faced down a mock charging elephant and lived alongside a pet hyena.
She and a university friend were also held at gunpoint in Cape Town.
The pair had guns held to their heads and forced to lie on the floor of a bar while their assailants patted them down for valuables.
They were told the first person to look up would be shot.
She recalled: "I was holding my friend's hand, we were both shaking. Very few people in Cape Town escape a run-in with crime."
What did she say about Zimbabwe and the resignation of Robert Mugabe?
On November 23, Chelsy took to social media to share her delight that the 93-year-old dictator had stepped down from power.
The Daily Mail claims she wrote online: "Zimbabwe, you beauty. Rise up."
They also claim "Chelsy described the president’s ousting as a ‘fresh start’ for the African nation, adding, ‘Proudly Zimbabwean.’"
When did she date Prince Harry and how did they meet?
Chelsy and Harry dated on and off 2004 until 2011 after meeting in Cape Town during the Prince's gap year.
She was a regular fixture on the London party scene and at well-heeled parties and polo matches, and also took a post-graduate degree in law at Leeds University so she could be closer to her man.
Over the next few years, Chelsy was by Harry's side as he attended Sandhurst, supported him when he was banned from going to fight in Iraq and there when he returned from a secret mission to Afghanistan.
She met the Queen at a society wedding, was a guest at Prince Charles' 60th birthday, and was even invited to Prince William and Kate Middleton's despite no longer being with Harry.
When did Chelsy Davy and Prince Harry break up, and why?
The couple split up back in 2011 as she admitted she struggled with the pressure of dating a royal and she went back to Africa to clear her head.
However, she has since said that she is on good terms with the Prince.
She said: "I think we will always be good friends."
What did Chelsy Davy say about dating Prince Harry?
She told The Times: "It was so full-on: Crazy and scary and uncomfortable.
"I found it very difficult when it was bad. I couldn't cope. I was young, I was trying to be a normal kid and it was horrible."
What is Chelsy Davy doing now?
This year, Chelsy turned her back on her law degree to start her own luxury jewellery brand, Aya.
She now owns her own jewel mine in Zambia, and splits her time between there, her parents in Zimbabwe and her West London home.
She told the Mail: "Aya is not a charity, it is a luxury brand of beautiful top quality stones and solid gold. But it won't neglect the communities from where they are sourced."
Bizarre reported in early 2018 how Georgia Toffolo was secretly dating Charles Goode – whom Chelsy was rumoured to be engaged to.
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