The Duchess of Sussex has gone into labour, Buckingham Palace has said.
The infant will be seventh in line to the throne, behind the Prince of Wales, the Duke of Cambridge and his children - Prince George, Princess Charlotte and Prince Louis - and the Duke of Sussex.
Meghan went into labour on Monday morning, a palace spokesman added, and Prince Harry is by her side.
The new arrival - whose sex is not yet known - will be the Queen's eighth great-grandchild.
Harry and Meghan have said they will only share the news of the baby's arrival once they have had a chance to celebrate privately as a family.
The couple announced the pregnancy publicly on 15 October 2018 - the first day of their royal tour of Australia and New Zealand.
The duchess was last seen on an official engagement on 19 March when she signed a book of condolences in London with Harry for the victims of the Christchurch terror attack.
The former actress and the duke moved into their renovated home Frogmore Cottage on the Windsor Estate at the beginning of April, as they prepared for their baby's arrival.
The baby will not be an HRH, or a prince or princess, unless the Queen steps in, because George V limited royal titles in 1917.
A boy will be able to use one of Harry's lesser titles and be known as the Earl of Dumbarton, but a girl is not allowed to become the Countess of Dumbarton because of male bias in the rules surrounding hereditary peer titles.
Instead, a daughter would be Lady (first name) Mountbatten-Windsor.
Harry and Meghan, a timeline
8 November 2016 - Kensington Palace releases a statement that confirms Prince Harry has been dating Meghan Markle "for a few months" and asks the press to respect their privacy
28 November 2017 - Harry and Meghan announce they are engagedto be married
15 December 2017 - Kensington Palace confirms the couple have chosen to wed in Windsor on 19 Maythe following year
19 May 2018 - Harry and Meghan are married in front of 600 guests at St George's Chapel and become the Duke and Duchess of Sussex
15 October 2018 - Kensington Palace announces the duchess is pregnant, and is due to give birth in Spring 2019