The couple were formally welcomed to Australia by his Excellency General the Honourable Sir Peter Cosgrove and his wife, Lady Cosgrove, on the lawns of the historic building, which offers spectacular views across Sydney Harbour. The couple is on a 16-day trip of Australia, New Zealand, Fiji and Tonga.
Several of them congratulated the couple on their baby news, with Meghan, dressed in a form-fitting, sleeveless white dress by the Australian designer, Karen Gee, replying: "Thank you so much".
Interest in Meghan's wardrobe is likely to reach fever pitch over the coming weeks, particularly after the Duchess announced her pregnancy on Monday.More news: Trump's 60 Minutes Ratings Absolutely Tank From Last Interview
The Duke and Duchess of Sussex at Edes House, West Street, Chichester, as part of their first joint official visit to Sussex, Oct. 3, 2018.
They have 76 engagements squeezed into 16 days.
Whether or not that's a major wedding faux pas shall be debated later, but the good news is everyone is so excited for them and the Queen couldn't be happier.
Diana, Alice and Arthur are the early favourites to be the name of the new baby, who will be seventh in line to the throne.
It will be the first child for both Harry and Meghan, who was previously married to producer Trevor Engelson for six years.More news: Got $1,100? Apple shows off its most expensive iPhone yet
Harry sat down first, followed by Meghan, and the prince watched on proudly as his wife, a former calligrapher, signed with a flourish.
The duke and duchess's itinerary has not changed, despite pregnant women being advised against travelling to Fiji and Tonga because of the risk posed by the Zika virus.
"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", the statement continued.
The sporting event, founded by Harry in 2014, gives sick and injured military personnel and veterans the opportunity to compete in sports such as wheelchair basketball.
And Meghan's mom also said she's "very happy" about becoming a grandma.More news: Mega Millions Jackpot up to $654 Million, 4th Largest in US History