Local media reported the two arrived last night for a dinner party in a private room of Charles Vergo's Rendezvous.
Tennessee has been abuzz for weeks with speculation on whether William and Harry would travel to Memphis for the weekend wedding of a friend.
A C Wharton Jr, mayor of the Tennessee city famous for Blues music, says Memphis was ready to host the British royals should they attend what he describes as a strictly private affair.
A busy weekend looms in Memphis with the start of the annual Memphis in May tourism event and The Beale Street Music Festival kicking off.