According to the full statement released from Kensington Palace today, it appears as though the pair shared their secret on Friday at Princess Eugenie's wedding.
This historic, epic tour immediately became even more thrilling - if that were possible.
Were some of the media at this evening's briefing privy to the news before it was made public?
It's the couple's first official visit to Australia since getting married in May, and will start with a visit to the Sydney Opera House tomorrow.
The baby is expected in spring 2019.
"True Blue Baby Joy", says The West Australian, alongside a photo of the smiling couple arriving at Sydney Airport on Monday.More news: Oil prices: IEA, OPEC weigh in with forecasts
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All eyes were on the royal newlyweds as they exited the auto for Harry's cousin's wedding day.
The news comes just hours after Harry and Meghan landed in Sydney at the beginning of their 16-day tour of Australia, New Zealand and the Pacific.
Zara Phillips - daughter of Prince Anne, The Queen's only daughter and second-eldest child - missed out on a title because she was not born on the male side of the family.
Meghan is pregnant and has a baby [on the way]'.
The Duke of Sussex said he and his wife "could not think of a better place to announce the upcoming baby" than Australia.
Pregnancy speculation reached a fever pitch over the weekend at Princess Eugenie's wedding to Jack Brooksbank, when Meghan wore a loose fitting coat. But while Meghan and Harry's newborn won't have a seat on the throne and may not get a title, that doesn't make us any less excited for them to welcome their first child to the world!
Rachael Spratt from Canterbury tweeted: "Prince Harry and Meghan are expecting their first child next year, let's hope it's a girl and I can set my child up with it, in a bid to finally meet the royal family". "I'm very happy to have a new son-in-law".