Meghan was reportedly due to give birth last Sunday and it was previously revealed Prince Harry would take two weeks 'paternity leave' following the baby's arrival.
Some royal watchers believe Meghan has already given birth, as the Queen was seen visiting the couple's home in Windsor over the Easter weekend.
The Palace previously said the Duke and Duchess would announce news of their royal bub only after they have 'celebrated privately'.
'The Duke and Duchess of Sussex are very grateful for the goodwill they have received from people throughout the United Kingdom and around the world as they prepare to welcome their baby,' the statement read.
“Their Royal Highnesses have taken a personal decision to keep the plans around the arrival of their baby private. The Duke and Duchess look forward to sharing the exciting news with everyone once they have had an opportunity to celebrate privately as a new family.'