The Duke of Sussex attended the cycling event at the Invictus Games alone this morning after a late finish at the opening ceremony last night.
The baby news was announced on the eve of the duke and duchess's first official visit outside the United Kingdom and Ireland.
Though severe thunderstorms threatened to tarnish the global, adaptive multi-sport event's opening ceremony at Sydney Opera House, the show went on splendidly!
It may be a solo Prince Harry receiving a traditional Welcome to Country Smoking Ceremony from the Butchulla people before a plaque is unveiled to dedicate the popular holiday spot's pristine rainforests to the Queen's Commonwealth Canopy project.
However as they near the end of their first week, it was decided Meghan should have a slightly less hectic schedule so she can "pace herself", a source said. Because of that, her and Harry will need to fill out special paperwork if they are to make the baby an official American.
The former Suits star and her husband Prince Harry, who Wednesday in May, announced last week that they are expecting a baby.
The former actress will accompany Prince Harry to Fraser Island, the world's largest sand island, but she may alter her schedule while there given the hard terrain.
Priyanka Chopra is "really excited" about the Duchess of Sussex's baby news.
'If it has been a very late night due to unforeseen circumstances, we have to adjust for that'.
Big hint Meghan Markle is further along in pregnancy
In September, Harry and Meghan had an unexpected run-in with Coleman at the Soho House opening in Amsterdam. On Tuesday, the Duke and Duchess of Sussex attended an afternoon reception at Admiralty House.
Later, Harry actually donned a pair of trunks - but over his jeans.
Dylan Alcott, a triple Paralympic gold medallist in wheelchair tennis and wheelchair basketball, said: "We gave him a gift".
"You are the new generation of service and the role models to us all and you are going to put on one hell of a show over the next week".
According to ABC News reporter Jade Macmillan, Harry told Invictus competitors Meghan is "resting back at home, being pregnant takes its toll". While at the Invictus Games Opening, he chose to make sure and mention the baby they just announced.Us Weekly shared the details about what he had to say. This will be the first child for both of them. They don't talk to me about my disability, they talk to me about my tattoos.
The duchess then bursts into laughter and says: "Now that's a hug".
"He remembers. He remembered my wife, he asked her how she's doing, so he keeps it all inside of him".
Meghan rejoined her husband for lunch with Prime Minister Scott Morrison, before watching a Games sailing event from a boat on Sydney Harbour. "Over the last four years though, the Invictus Games have become about much more than the thousands of competitors who have taken part".
Addressing the crowd of thousands exactly 45 years to the day since his grandmother, Queen Elizabeth, officially opened the iconic landmark, was a proud moment for the 34-year-old as he launched his fourth games.