United Kingdom betting agency puts Diana, Arthur and Alice as front runners for the new royal baby name.
The palace said the couple is "delighted to be able to share this happy news with the public".
Did you hear the news?
The baby is expected in spring 2019.
Spring could be any time between March 20 and June 21. "16 is a good day to be born".
They're set to visit Australia, New Zealand, Fiji and Tonga over the next 16 days.
In the USA, the most popular name for a baby girl is Emma and Liam for a baby boy. The games founded by Harry are an worldwide paralympic-style event for military personnel wounded in action. "And when she met Harry she spoke about how much she loved him and so there has to be a child in the making somewhere soon". "Yeah, I'm a godfather to quite a few of my friends' [children] ... actually only five or six".
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Sportsbet has made Diana the early favourite if the pair were to have a girl, while Arthur appears to be the popular choice for a boy.
Where will the baby live?
Harry, 34, younger son of heir-to-the-throne Prince Charles, married the US television star Meghan Markle in May at a ceremony that mixed traditional British pomp with a gospel choir and other nods to her American heritage. The sort of behaviour you'd expect from a couple married for seven years who are heading to a family wedding, right?
What will the baby's title be?
The Queen is said to be "delighted" about the news of her soon-to-be eighth great-grandchild.
Will Doria be there for birth?
The trip also continued to fuel rumors Ragland was planning to move to London to be closer to her daughter.
That wasn't the first time Meghan had been at the centre of speculation that she's pregnant thanks to what she wore. "I think we're going to receive another royal baby announcement in about October this year".