The Duchess of Sussex is pregnant and is due to give birth next spring, Kensington Palace has revealed.
The announcement came as Meghan, 37, and Prince Harry, 34, arrived in Sydney on Monday ahead of a 16-day tour of Australia and New Zealand.
Kensington Palace said the couple, who got married in Windsor five months ago, were "delighted to be able to share this happy news with the public".
Their baby will be seventh in line to the throne.
The Queen and other senior royals were told about the pregnancy on Friday, when members of the Royal Family gathered in Windsor for Princess Eugenie's wedding.
Meghan - who has had her 12 week scan - attended the wedding with Prince Harry, wearing a long, dark blue coat, which sparked speculation she could be expecting.
That speculation intensified when she was seen clutching two large folders in front of her stomach as she arrived in Sydney for the tour, which will also take in Fiji and Tonga.
It is their first official royal tour since their wedding, which also took place at St George's Chapel, Windsor.
Their first engagement is on Tuesday, when crowds of wellwishers are expected to congratulate the couple.
The duke and duchess follow in the footsteps of Prince Harry's parents - Prince Charles and Diana, Princess of Wales - whose first royal tour was to Australia and New Zealand.
Their baby will be a first cousin of Prince George, Princess Charlotte and Prince Louis - but will not be a prince or princess themselves unless the Queen steps in ahead of the birth.
Royal biographer Robert Hardman said the children will be lord and lady "like the children of any other duke", because Prince Harry is not in the direct line of succession.
The Queen, the Duke of Edinburgh, the Prince of Wales, the Duke and Duchess of Cambridge, the Duchess of Cornwall are all said to be "delighted" for the couple after learning of the pregnancy at Friday's wedding.
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And the mother of the duchess, Doria Ragland, is "very happy about this lovely news" and "looks forward to welcoming her first grandchild".
Prime Minister Theresa May has also congratulated the couple, saying: "My warmest congratulations to the Duke and Duchess of Sussex on the happy news they are expecting a baby in the spring. Wishing them all the best."
UK journalists in Australia for the royal tour were told the news by phone from London shortly after their arrival, as shown in a photograph from royal expert Emily Nash.
There are not expected to be any changes to the itinerary for their trip, despite the duchess's pregnancy. They have taken advice about the risk of the Zika virus in the Pacific Islands.
The virus is linked to severe birth defects and was declared as a global medical emergency by the World Health Organization in 2016.
The Centers for Disease Control and Prevention list Fiji and Tonga as "areas with risk of Zika infection". Ideally, pregnant women should not travel to these areas but, if they do, they should talk to their doctor first and take measures to prevent mosquito bites.
Analysis: Meghan's 'pregnancy tour'
By Jonny Dymond, BBC royal correspondent
Nothing changes, said the Palace, the tour goes on as normal.
And in a strictly literal sense they are right - none of the 70-odd planned engagements will be cancelled.
Fiji and Tonga will still be part of the tour despite the doubts some have about pregnant travellers visiting, because of concerns over the Zika virus. Medical advice, says the Palace, has been taken.
But in another sense, everything has changed.
This is now the duchess's pregnancy tour - every step of the way she will be greeted with a new level of excitement and with some degree of concern.
This was always going to be a high-profile tour - the news about the duchess's pregnancy will ratchet up the interest and the crowds.
Bookmakers said they had already received bets on the baby's name, with Diana, Victoria and Alexander among the early favourites.
Harry and Meghan had not made a secret of their desire to have a child.
She had said, in a 2016 interview, that becoming a mother was on her "bucket list", while Harry said in their engagement interview: "You know, I think one step at a time, and hopefully we'll start a family in the near future."
And on a trip to Belfast in March, two months before their wedding, the couple were shown a range of products for newborns, including a baby bath.
"I'm sure at some point we'll need the whole (lot)," Meghan had said at the time.
Harry and Meghan met on a blind date, arranged by a mutual friend, and got engaged 16 months later. The duchess had first found fame as an actress, playing Rachel Zane in US legal drama Suits, but gave up her career when she got married.
Congratulations have poured in for the couple from around the world. Among those expressing their delight was Archbishop of Canterbury Justin Welby, who officiated at their wedding.
Congratulations to the Duke and Duchess of Sussex on their happy news! Prayers for them in the months ahead. https://t.co/sDSNDLEePt— Archbishop of Canterbury (@JustinWelby) October 15, 2018