Prince Harry's comments suggest the duke does not yet know the gender of his unborn baby.
Speaking at a reception on October 20, the royal said: "We genuinely couldn’t think of a better place to announce the upcoming baby...be it a boy or girl."
The royal couple announced their baby news shortly after touching down in Sydney on October 19 ahead of their 16-day tour of Australia, New Zealand, Fiji and Tonga.
“Their Royal Highnesses The Duke and Duchess of Sussex are very pleased to announce that the Duchess of Sussex is expecting a baby in the spring of 2019," an official statement read.
Prince Harry and Meghan Markle will travel to Fraser Island on October 22.