"This baby might never even take on official duties, but there is no escape from the fact that they will always be an enormous public interest," she said, per Express.co.uk.
"They are very big news and Harry is beloved by the nation."
Harry and older brother Prince William are notoriously dubious of the media, largely due to the intense press interest in their mother Princess Diana which many argue led to her untimely death in 1997.
The Duke and former Suits star Meghan opted to keep the preparation for their first child under wraps, shunning the royal tradition of a birth at the exclusive Lindo Wing of London's St. Mary's Hospital.
On Thursday Buckingham Palace released a statement thanking the public for their well wishes and asking for privacy during this special time.
“The Duke and Duchess of Sussex are very grateful for the goodwill they have received from people throughout the United Kingdom and around the world as they prepare to welcome their baby.
"Their Royal Highnesses have taken a personal decision to keep the plans around the arrival of their baby private.
"The Duke and Duchess look forward to sharing the exciting news with everyone once they have had an opportunity to celebrate privately as a new family.”
The last sentence has led many royal fan watchers to speculate that Baby Sussex has already arrived.