Harry and Meghan shared the news their son Archie, who turns two in May, will have a little sister during their interview with Oprah Winfrey.
The couple said their daughter - who is due in “summertime” - will be their final child, with Meghan declaring: “Two is it.”
Meanwhile, the interview - which was broadcast in the States on CBS last night - gave fans small glimpses of their life in Los Angeles.
Meghan told Oprah the family wanted to live “authentically” in their $14.5 million mansion inMontecito while showing off Archie’s chicken coop filled with animals rescued from a factory farm.
A short black-and-white video of Archie, who turns two in September, was shown of the toddler running along the beach and playing in the waves.
The look forward to the couple’s future was just part of the two-hour interview which covered topics such as marriage, mental health, racism and motherhood.
The extraordinary interview saw Meghan suggest Buckingham Palace expressed “concerns” over how dark Archie’s skin might be when he was born and admit she was suicidal while pregnant with Archie due to the strain of life in the spotlight.
Harry, who joined the interview part-way through, spoke about his rift with his father, being “cut off” financially by his family and feeling “trapped” before Meghan “saved him.”
At the start of the interview, 39-year-old Meghan said she knows the gender of the baby, telling Winfrey: “We do this time. I will wait for my husband to join us and we can share that with you.”
Harry, 36, joined his wife and told the chat show host: “It’s a girl.”
Evidently thrilled at the news, he said his first thought was “amazing” when he discovered the gender, adding: “Just grateful. To have any child, any one or any two, would have been amazing.
“But to have a boy and then a girl, I mean what more can you ask for? Now we’ve got our family, we got the four of us and our two dogs.”
Asked if they were “done” with two children, Harry said “done”, and Meghan said: “Two is it.”
Announcing the pregnancy last month, Harry and Meghan put out a black and white photo of themselves, in which they are sat under a tree in Los Angeles, with Harry gazing at his wife and resting his hand on her head as she lies in his lap cradling her bump.
The shot was captured remotely by photographer and friend of the couple, Misan Harriman, 44.
The news came after the duchess suffered a miscarriage last summer.
She spoke about the loss in an article published in the New York Times, writing: “I knew, as I clutched my firstborn child, that I was losing my second.”
Speaking about their future, Meghan said her and Prince Harry’s story was "greater than any fairytale you’ve ever read.”Meghan said the couple wanted to get back to "basics". She said their new home represented "peace".
They were dressed casually while showing Winfrey around the coop, with Harry in a pair of wellies and a T-shirt.
Harry and Meghan showed off their chicken coop, made up of hens the couple said had been rescued from a factory farm.
A plaque on the side of the hut read, "Archie’s Chick Inn. Established 2021".
Towards the end of the programme, the duke opened up on life in lockdown in sun-drenched California, speaking of his delight at taking Archie for walks on the beach.
A short video of Archie playing was then shown.
He told Winfrey: "This year has been crazy for everybody but to have outdoor space where I can go for walks with Archie and we can go for walks as a family and with the dogs, and go for hikes or go down to the beach which is so close, all of these things are just...
"I guess the highlight for me is sticking him on the back of a bicycle in his little baby seat and taking him on these bike rides, something which I was never able to do when I was young."
"And I can see him on the back and he’s got his arms out and he’s like ‘woahhh, chatty, chatty, chatty, palm tree, house’ and all this sort of stuff, and I do, I think to myself ‘wow’."
Asked by Winfrey what Archie’s favourite word is, Meghan said he is "on a roll", and "in the past couple of weeks it has been ‘hydrate’ which is just hysterical".
Harry said whenever anyone leaves the house, Archie tells them "drive safe".
The interview ended with Meghan telling Winfrey the family had not only survived what they described as a devastating period, but were "thriving".
She said: "And now because we’re actually on the other side, we’ve actually not just survived but are thriving, this.. miracles. I think all of those things I was hoping for have happened. And this is in some ways just the beginning for us."
Winfrey asked if Meghan’s story with a prince "does have a happy ending", to which she replied: "It does. Greater than any fairytale you’ve ever read."
Baby Sussex will be the Queen and the Duke of Edinburgh’s 10th or 11th great-grandchild, depending on whether she arrives before or after Zara Tindall’s baby, which is also due in 2021.
She will still be eighth-in-line to the throne – and the most senior royal in the current line of succession to be born overseas.
But she will not be entitled, at this stage, to be an HRH nor a princess due to rules set out more than 100 years ago by George V – but this is the same as what would have happened pre-Megxit.
The baby is entitled to be a Lady and will have the surname Mountbatten-Windsor.