The couple, Harry and Meghan, who are on their first official overseas tour in Australia, New Zealand, Fiji and Tonga, are due to have a baby in the United Kingdom spring. Speculation of the pregnancy mounted after Meghan stepped out wearing a Givenchy overcoat shadowing her dress.
Days after watching Harry's cousin Princess Eugenie tie the knot in a lavish ceremony in Windsor, the couple touched down in Sydney on an overcast morning after a regular Qantas Airways flight from London with a brief stopover in Singapore.
The news has already spread across the world, and earned a congratulations from Australian leaders including Queensland Premier Annastacia Palaszczuk and New South Wales Premier Gladys Berejiklian.
It won't be the first time Harry has had to fearless the rain in Sydney.
The sporting event founded by Harry in 2014 gives sick and injured military personnel and veterans the opportunity to compete in sports.
The tour coincides with the Invictus Games in Sydney which start on Saturday.
Harry and Meghan's tour of Australia is seen as a key one for the royal couple who, during a TV interview to mark their engagement last November, spoke of their desire to promote humanitarian causes close to their hearts across Commonwealth member countries including Australia.
They will also travel to Dubbo, Fraser Island and Melbourne before travelling on to Fiji.
Prince Harry and Meghan touched down in Sydney on Monday, kicking off a bumper Pacific tour that is the British royals' first major outing overseas as a couple. Hundreds of people gathered to catch a glimpse of the couple after they landed.
The official visit begins on Tuesday in Sydney, where they will be welcomed by Australia's Governor-General Peter Cosgrove and his wife Lynne.
"I want to ... commend Prince Harry for his tremendous initiative in lifting the spirits of every single service man and woman all around the globe", Morrison said.
It is five months since the couple married.
If Harry and Meghan go classic, something like Alice, Mary, Elizabeth or Victoria for a girl, and Philip, Frederick, Charles, Arthur, Edward or James for a boy are possibilities.