They Wednesday in a glittering ceremony in St George's Chapel, Windsor Castle, just five months ago.
The new baby will also bump Princess Eugenie, who was married on Friday, into tenth in line to the throne.
Kensington Palace said in a statement: "There is a long history of friendship between the royal family and Australia, Fiji, Tonga and New Zealand, and their links with the United Kingdom are extensive".
The two royals touched down in Sydney on Monday, kicking off a bumper Pacific tour that is their first major outing overseas as a couple.
It's reported that the couple will today meet Governor-General Sir Peter Cosgrove and his wife, Lady Cosgrove, at Admiralty House, before heading to Taronga Zoo with Invictus Games representatives to meet two baby koalas.
"This lovely woman just sort of literally tripped and fell into my life, I fell into her life", he said when their engagement was announced last November.
But some people can't help but notice there's something a bit amusing about the timing of the announcement - which comes immediately after this weekend's Royal wedding between Princess Eugenie and Jack Brooksbank.
They have 76 engagements scheduled over 16 days in Australia, Fiji, Tonga and New Zealand.
The couple's current tour coincides with the games, which start in Sydney on Saturday.
Upon arriving at the ceremony, Meghan and Harry were ushered through a side entrance to the chapel - avoiding photographers. The couple had no official functions on Monday following the 10,650-mile flight that Qantas says takes 22 hours and 20 minutes.
After sailing Sydney Harbour and visiting the famous Bondi Beach, attending functions at Prince Harry's Invictus Games competitions for wounded soldiers and meeting Australian Prime Minister Scott Morrison, they jet off to Fiji on October 23.
He launched the Paralympic-style competition for injured servicemen and servicewomen and veterans in 2014. Britain's Queen Elizabeth II will be the child's great-grandmother.
The news brings to an end months of speculation about whether when Harry and Meghan would be having kids.