The prince spoke at a Veterans’ Mental Health Conference on Thursday.
She announced she was expecting in January.
The 35-year-old royal also recently shared Prince George's career ambitions.
ET sat down with the stars of Lifetime's 'Harry and Meghan: A Royal Romance' to get the scoop on the upcoming TV movie that starts with the couple's first meeting and works up to the engagement.
The couple was captured sharing a sweet moment during the live broadcast.
The former 'Suits' star gave off major bridal vibes while stepping out to the Commonwealth Service on Monday, her first official public event with Queen Elizabeth II.
They were joined by Prince Harry, Kate Middleton, Prince William, Prince Charles and more.
ET breaks down all the latest updates from the couple ahead of their May 19 nuptials!
ET has learned that Meghan Markle was baptized on Tuesday in a private ceremony at Chapel Royal at St. James' Palace in London, England.
The couple visited Birmingham, England, in honor of International Women's Day.
The Royal marked the official start of construction on the organization’s new education center.
The Duchess of Cambridge is eight months pregnant with her third child.
The Duchess visited a primary school in Oxford, England.
A source tells ET the bride-to-be's parents are both expected to be in attendance.