But what will the baby's gender be? Do the Duke and Duchess of Sussex know already? Here's the lowdown…
Do Harry and Meghan Markle know their baby's gender?
A baby's gender can be determined around 18 to 21 weeks into the pregnancy when tests are carried out to detect any abnormalities in the child.
It is not known whether the Duke and Duchess have chosen to know the gender, but they could certainly find out if they wanted to.
The baby's birthday is expected to be in Spring of 2019.
But Harry has already dropped a bombshell hint to which gender he would prefer.
When in Melbourne, an admirer joked "I hope it's a girl!" Harry replied "so do I".
Where will Meghan Markle give birth to the royal baby?
Meghan is said to be eyeing up the maternity unit at the NHS-run hospital as it could be closer to their new Windsor pad.
Frimley Park may be a more easily accessible option.
But it's worlds apart from the five-star birthing experience Kate had.
Meanwhile, the large labour ward at Frimley Park, which doesn't offer private care for maternity patients, is certainly more on the basic side.
When is the baby expected?
February at 7/4 is Betway's favourite to be the month Prince Harry and Meghan Markle's first baby is born.
Recent glimpses of the Duchess of Sussex's baby bump has left the leading online bookmaker installing next month as the favourite in their betting on the due date.
The shortest month of the year heads the betting from March at 9/4, with April a 5/2 chance.
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