After speaking about the importance of mental health care, an audience member congratulated William about baby number three. Last week the royals toured the garden of their Kensington Palace home to remember the princes' mother and celebrate her contributions to their family and to the monarchy.
He added: "There's not much sleep going on at the moment".
The Duchess of Cambridge is now resting at Kensington Palace while she endures her first few months of pregnancy. She suffered this same condition while pregnant with the couple's first two children, 4-year old Prince George and 2-year old Princess Charlotte.
The couple have returned to live in Kensington Palace after an earlier spell in Norfolk, eastern England, enabling them to dedicate more time to their royal duties on behalf of William's grandmother, the queen. The news definitely came as a surprise for both the British public and the royal family behind closed doors.
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And if everything goes according to plan, Prince William - who is also the President of the English Football Association - will get two weeks of paternity leave to enjoy the competition.
Harry said he was "very, very happy" for his brother and sister-in-law, telling journalists "it's fantastic".
The soon-to-be sixth heir in line said that he "hadn't seen [Kate] in a while" but she's doing "O.K".
The Palace released a statement yesterday confirming that Kate was expecting her third child. Her Royal Highness will no longer carry out her planned engagement at the Hornsey Road Children's Centre in London today.
But the third child of George III and Queen Charlotte, William IV, took on the task and ruled from 1830 to 1837. However, on her official release, Kate Middleton, who is anxious about the return of Prince George, has not yet taken a gram and does not display a small can so the pregnancy should not be advanced more than 5 months.