A spokesperson for Meghan and Harry said: "We can confirm that Archie is going to be a big brother".
This news comes in the light of the Duchess' miscarriage last July, "Losing a child means carrying an nearly unbearable grief, experienced by many but talked about by few", she wrote in a searingly honest and heartbreaking New York Times essay on November 25.
In early 2020, Meghan and Harry announced they were quitting royal duties and moving to North America, citing what they said were the unbearable intrusions and racist attitudes of the British media.
The baby will be the younger sibling to the couple's son Archie Harrison, who will turn 2 on May 6.
The Duchess of Sussex and her husband reportedly held a secret online meeting with California Governor Gavin Newsom just several weeks before the USA presidential election.
The couple's announcement also came with a lovely black-and-white photo of Harry and Meghan.
When will Meghan and Harry's baby be born?
This is Meghan's third pregnancy that she has announced to the public.
The Valentine's Day announcement was accompanied by a black and white photograph of a visibly pregnant Meghan lying on grass with one hand on her stomach and her head resting on the smiling prince's leg. She had a miscarriage in July. "I knew, as I clutched my firstborn child, that I was losing my second".
Baby Sussex will be the Queen and the Duke of Edinburgh's 10th or 11th great-grandchild depending on whether he or she arrives before or after Zara Tindall's baby, which is also due in 2021.