The Duchess of Sussex is expecting her first child in spring next year, Kensington Palace has said.
It will span 16 days and also includes visits to Fiji, Tonga and New Zealand.
The pair are now on a 16-day tour of the continent, which will take them across Australia, Fiji, Tonga and New Zealand.
The two are slated to watch the Invictus Games, visit the Tarong Zoo in Sydney and attend a rehearsal of the Bangarra Dance Theatre at the Sydney Opera House.
After their arrival in Sydney, the prince and the former American actress held hands and walked out an airport rear entrance and into a vehicle.
"Hopefully we'll start a family in the near future", Harry had said in a TV interview when they announced their engagement in November past year. Meghan, wearing skinny black trousers and a black, burgundy trimmed coat, was smiling and clutching folders, while Harry gave a thumbs up to bystanders.
"Here's your first gift for the nursery", Cosgrove told the couple during the official welcome at Admiralty House.
"Ms. Ragland is very happy about this lovely news and she looks forward to welcoming her first grandchild", reported E!
Meghan, who is believed to be 12 weeks pregnant, displayed just a hint of a baby bump in a white dress by Australian designer Karen Gee.
Since the spring is forever away, we made a decision to consult free, online "baby makers" to take a peek into the future and get a glimpse of what the seventh-in-line to the throne could potentially look like.
Vigliotti says that recent warnings of Zika virus in Fiji and Tonga prompted some health concerns ahead of the royals' visit, especially given Meghan's pregnancy.
The royal couple's trip Down Under is their only worldwide tour since they were married, apart from a two-day visit to Ireland.
The good news for the unborn child is that its gender won't come into consideration in the line of succession, unlike in times gone by.
Harry is known for his longstanding charitable work on behalf of children and young people. It is all but mandatory for a major royal to have a charity project, and Meghan's choice addressed the biggest tragedy to befall Britain in the past years.
The news, announced on the day the royal couple arrived in Sydney, took many by surprise, including the governor-general, Sir Peter Cosgrove, and Lady Cosgrove.
This follows in the footsteps of Harry's parents Diana, Princess of Wales and the Prince of Wales.