"Has it happened overnight? Well, put it this way, we haven't been told that it's happened overnight, but it's definitely any day now."
The royal correspondent tried to explain what could happen once the Duchess goes into labour.
"We don't know whether she is going to have it at home, we think she's going to try to but we don't know for sure.
"If she's going to hospital, they're not going to tell us which hospital and they're going to try to get her into hospital and back out again before they've even informed us of where that location is.
" … We will be told when she's comfortably in labour, when she's given birth to a boy or a girl and then there will be a photocall of some sort some days afterwards, very small, very controlled and very much arranged by the Sussexes themselves."
In the UK, bookies are now claiming Meghan Markle could give birth in May, after Prince Harry was seen stepping out with Kate Middleton yesterday, at Anzac Day commemorations at Westminster Abbey.
"We were as surprised as everyone else that Harry decided to attend a public event as we assumed the baby was imminent," Rupert Adams, a William Hill spokesman, told the Mirror in the UK.
"We are now odds-on that the baby will not arrive until May."