The royal couple, expecting their first child this month, won't make any announcements about the birth until they've celebrated "privately as a new family," Buckingham Palace said in a statement Thursday.
(MORE: How Prince Harry and Meghan's baby may make history in Britain's royal family)
"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," the palace said. "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."
Prince Harry, 34, married Meghan Markle, 37, last May. Five months later, they announced the pregnancy as they embarked on their 16-day tour of Australia, New Zealand Fiji and Tonga. The baby will be seventh in line to the throne.
Meghan, a California native, traveled to New York City in February for a private, star-studded baby shower.
The couple recently moved to Frogmore Cottage in Windsor, some 30 miles from London.
ABC News' Katie Kindelan contributed to this report.