The trio made a point of thanking people who have campaigned for mental health awareness in recent times as the event acknowledged their tireless work in such an important field.
Duchess Kate had to cancel previous public appearances such as Prince George's first day of school due to her condition, but back in September, she appeared in a video for the Anna Freud National Centre for Children and Families, a mental health organization of which she is a patron.
One of their initiatives that's close to the duchess' heart is Heads Together, a mental health campaign whose aim is to challenge mental health stigma and change how it is perceived.
The royal mom walked into The White Drawing Room with William and Harry in a pretty blue Temperley London dress, which showed off a hint of a baby bump.
She's been battling severe morning sickness.More news: Padmavati trailer: An epic you really don't want to miss!
At the time of Kate's pregnancy announcement, it was reported she was 11 weeks gone, which would mean she is around the 15-week mark today.
An aide revealed tonight that the duchess is still suffering from hyperemesis gravidarum but said her condition is improving.
During the St James's Palace reception, William told guests that the British tradition of the "stiff upper lip" was a legacy of the trauma of the First World War.
Beauty-wise, Kate wore her long, brown hair down in her trademark waves. Is she the most stunning Princess the Royal family has ever seen?
Harry, who on Monday launched a new initiative that will see Armed Forces personnel receive training created to make them mentally as well as physically fit for combat, said the campaign would also be announcing new programmes in schools and workplaces in the coming year.
Fry said about the Duchess: "I do understand she's been having this problem more severely than many pregnant mothers and so we're very grateful (she's here)".