The news - announced on the day the royal couple arrived in Sydney - took many by surprise, including Australian Governor-General Sir Peter Cosgrove and Lady Cosgrove, who dispatched a staff member to hastily purchase a toy kangaroo with joey for their pregnant guest.
Close family were able to congratulate the couple personally after being informed on Friday, the day Princess Eugenie married Jack Brooksbank.
Meghan and Harry, proud parents-to-be, are thought to have shared their news with the royal family including the Queen, Prince Phillip and Prince Charles at the royal wedding on Friday which would suggest there's some truth to the 12 weeks estimate.
The two are slated to watch the Invictus Games, visit the Tarong Zoo in Sydney and attend a rehearsal of the Bangarra Dance Theatre at the Sydney Opera House.
Reportedly, the Queen is "delighted for the couple", which is so great because she and Meghan seem to be the best of friends/in-laws.
The trip is their only worldwide tour since the Duke and Duchess of Sussex were married in May, apart from a two-day visit to Ireland.
"Here's your first gift for the nursery", the Governor General told the couple.
The royal couple will attend 76 engagements and activities between October 16 and October 31, with a focus on youth leadership, environmental and conservation efforts.
Kensington Palace said there would be no change to the couple's visit, despite travel advice that pregnant women should not travel to Fiji and Tonga because of the moderate Zika virus risk.
"Their Royal Highnesses The Duke and Duchess of Sussex are very pleased to announce that The Duchess of Sussex is expecting a baby in the Spring of 2019", read an official statement from Kensington Palace.
The tour coincides with the Invictus Games in Sydney which start on Saturday.
Prince Harry, of course, is one of the founders of the competition for injured military personnel.
Meghan Markle's mother Doria Ragland is "very happy" as she'll become a grandmother for the first time.