It has been widely reported the Duchess of Sussex is around 12 weeks pregnant, with a due date some time in April.
The royal pair met a group practising yoga on the beach, and one of the locals, Nio Poniatowski, 25, told Daily Mail how Meghan loves to take part in the physical, mental, and spiritual practice because it keeps her "grounded".
In a amusing moment captured by reporters, the Duchess let out a small cry and covered her face with her hand, prompting her hubby and the rest of the room to start laughing.
As for how the mom-to-be is doing with all this travel, Meghan told reporters she's "running on adrenaline" and feeling "a bit exhausted". According to Benita Woodley, "She said if you go to someone's house you always bring something, so she did". We both talked about how you feel jetlagged even though you have not travelled anywhere.
Another participant, Dabriella Quayle, said afterwards that Meghan had said she was "feeling ok, not too bad".
Meghan's mother, Doria Ragland, is also thrilled and "looks forward to welcoming her first grandchild", the palace added.
There has been speculation that Kitty will be joining Prince Harry and Meghan during their royal tour - which will see them at Sydney's Bondi Beach today - however that isn't exactly the reason for her visit.
The 26-hour-long fundraising event is celebrating its 50th anniversary this coming weekend in which Kitty plans to attend in order to continue the legacy of her great aunt, Princess Diana.