While at the reception, the pregnant duchess was advised to “take care of herself” by a guest.
Among the dignitaries Harry and Meghan met were Justice Charles Cato, a New Zealand judge, and his Russian wife, Miriam.
Mrs Cato said: “I asked, how does she feel? She responded ‘Very well, thank you.’ I said ‘No visible signs yet!'”
That prompted the duchess to look down at front of her dress and laugh in agreement.
Mrs Cato, 41, added: “As a doctor, I was a bit concerned about her taking all these long trips. I’m a mother of two. I know how it feels.
“I asked her to take care of herself. She promised to do so.”