Pryce joined Wigan in 2007 but a series of injury problems have restricted him to a bit-part role. The 24-year-old has also played for Bradford and had a spell in rugby union with Gloucester.
An imposing winger or centre, Pryce has an impressive record in Super League with 44 tries in just 56 appearances.
Mellor is a 19-year-old half back who is held in high regard by the Warriors coaching staff. He was named in the first team squad ahead of the 2010 season but injury ruled him out for much of the campaign.
Both players are due to train with Harlequins on Wednesday and coach Rob Powell is excited by the new arrivals.
“Karl has played a lot of first grade rugby league and he has always proved to be a threat with the ball. Joe comes with good raps from the staff at Wigan and he has a bright future. It was just unfortunate he sustained an injury which put him out for most of last season.
“I look forward to working with both players and developing our ongoing relationship with Wigan.”
Wigan head coach Michael Maguire said: “We are pleased that both Karl and Joe will have the opportunity to gain some important first team match experience with the Harlequins. Both players remain very much a part of our future plans here at Wigan but this is a good move for both clubs and for the players.
“Whilst the loan is formally for one month, it is intended that the Players will have a long-term stay at Harlequins to gain consistent Super League exposure – subject only to injury problems at Wigan. We are pleased to show Wigan’s support for the London Club and hope to extend it further.”