Harry and the Duchess of Sussex were in Melbourne Thursday for a reception hosted by the Governor of Victoria. Megs isn't just pressing the flesh and royal waving either ... she got some hands-on experience with Australian rules football!

The sport tends to be way more brutal than American football -- no pads -- so, luckily she stuck to a ball handling lesson and passed on full contact.

Megan handled the pigskin like a pro though, eventually tossing it around with other guests at the shindig -- but we suspect her blue heels are NOT regulation.

Based on Mom and Dad's sporty genes, that kid she's carrying has a better shot at being a pro athlete than becoming king.