Prince Harry and wife Meghan confirmed they were pregnant in October last year, with the baby expected to arrive in late April or early May.
Theories have been circulating in the past week that Meghan has already given birth after both her mother Doria and her make-up artist made their way to the UK.
It is still not clear where Meghan will give birth after Meghan has apparently rejected the idea of going to the Lindo Wing of St Mary's Hospital in London as Kate and Diana did before her.
It's rumoured the Duchess may opt for a home birth, with an emergency chopper on standby.
While media and fans remain camped out in Windsor awaiting news, Harry and Meghan are not expected to present the new arrival to the public immediately after its birth.
The palace has said that "they look forward to sharing the exciting news with everyone once they have had an opportunity to celebrate privately as a new family."