The royal told Australian fans at the Invictus Games on Sunday that he is hoping for a baby girl.
Harry was attending a cycling event when a member of the audience yelled out, “Congratulations! I hope it’s a girl.”
In a video posted on Twitter, the prince can be heard replying, “So do I!”
Harry attended a number of events by himself at the weekend as it is understood that Meghan, who is around four months pregnant, has been struggling with the hectic schedule of the tour and took some time to rest.
The duke and duchess, who kicked off their 16-day autumn royal tour in Australia last Tuesday, are set to visit cities in Fiji, Tonga, and New Zealand in the coming weeks.
According to Sky News, Kensington Palace announced on Sunday that the duchess’ schedule would be cut back slightly.
The palace said in a statement: “After a busy programme, the duke and duchess have decided to cut back the duchess’s schedule slightly for the next couple of days, ahead of the final week-and-a-half of the tour.”
A source in the royal household told Sky News: “She wants to do everything, but Prince Harry is encouraging her to pace herself.”
Created by Prince Harry, the Invictus Games is an international sporting event for wounded and recovering veterans and active service people and have been held annually since 2014. This year’s event began on Saturday and ends with a closing ceremony on October 27.