She was accompanied by her father as she arrived at Rayne Church in Kirkton of Rayne, Aberdeenshire, wearing a flowing ivory gown and veil.
Stepping out of the car, she smiled broadly at the crowd gathered outside the venue and said “hello everyone”.
Mr Harington, wearing a morning suit, arrived earlier on Saturday afternoon.
Guests at the wedding include Game Of Thrones stars Peter Dinklage, Maisie Williams, Sophie Turner and Emilia Clarke.
Earlier Ms Leslie’s father said he is “thrilled” for his daughter.
The couple, both aged 31, who played on-screen lovers in the epic TV drama, are celebrating at Leslie’s 12th Century family castle in Scotland.
Fans of Game Of Thrones have been gathering outside Wardhill Castle in Aberdeenshire hoping to catch a glimpse of the couple.
Speaking outside the castle Sebastian Leslie said: “We are absolutely thrilled for Kit and Rose to be marrying today.”
The local councillor added: “It’s an absolutely lovely day for us.”
And he said: “It’s a great day for Aberdeenshire. We are using local caterers, local lighting, local flowers.”
The couple met while filming the fantasy saga in 2012 and played on-screen lovers Jon Snow and Ygritte.
Two years after they met, Leslie left Game Of Thrones, while Harington has become one of the show’s most popular stars and has appeared in every episode.
Two students from China, currently studying in Glasgow and clutching floral bouquets for the stars, were among the fans who gathered at the venue.
Yunyao Li, 23, and Qiong dan Xu, 23, said they are fans of Harington’s alter-ego in Game Of Thrones.
“We would like to see him if possible,” they said.
A wedding date of June 23 was previously posted at Aberdeenshire’s Huntly registration office.
The stars announced their engagement in the Times newspaper last year.
And speaking to L’Uomo Vogue, Harington said it was “easy” to fall in love with Leslie and his best memory of the show was meeting his future partner while filming in Iceland in 2012.
“The country is beautiful ... the Northern Lights are magical ... it was there that I fell in love,” he said.
“If you’re already attracted to someone, and then they play your love interest in the show, it becomes very easy to fall in love.”
The Good Fight actress Leslie said she had been too busy to plan the wedding, telling Town And Country magazine: “I haven’t tackled it. There’s just too much to do.”