The official statement released by Kensington Palace says that the 37-year-old is due to give birth in spring 2019.
Their Royal Highnesses have appreciated all of the support they have received from people around the world since their wedding in May and are delighted to be able to share this happy news with the public.”
By this, Britain’s Queen Elizabeth II will be the child’s great-grandmother.
The Queen and other senior royals were told about the pregnancy on Friday, when members of the Royal Family gathered in Windsor for Princess Eugenie’s wedding.
Their baby will be a first cousin of Prince George, Princess Charlotte and Prince Louis – but will not be a prince or princess themselves unless the Queen steps in ahead of the birth.
Royal biographer Robert Hardman said the children will be lord and lady “like the children of any other duke”, because Prince Harry is not in the direct line of succession.
UK Prime Minister Theresa May congratulated the royal couple in a Twitter post on Monday morning.
My warmest congratulations to the Duke and Duchess of Sussex on the happy news they are expecting a baby in the Spring. Wishing them all the best. https://t.co/nnneVi8rBO
— Theresa May (@theresa_may) October 15, 2018
Markle, 37, and Prince Harry, 34, otherwise known as the Duchess and Duke of Sussex, married on May 19, this year.