Duchess Meghan will be cutting back on several engagements on the couple's grueling 16-day Royal Tour.
"That word "normal" looms very large for Harry and Meghan when it comes to their child's future", the source added.
Harry, who served in the British Army for a decade, founded the Invictus Games in 2014.More news: Orionid meteor shower this weekend, will we see the show?
Meghan joined Harry for later engagements on Sunday, with the couple attending a reception at the Pavilion Restaurant in the Domain for Invictus competitors, their families and friends hosted by Australian Prime Minister Scott Morrison.
Thomas Markle is "filled with love, joy, and happiness" following the news his daughter, Meghan, Duchess of Sussex, is expecting a baby.
And the proud dad-to-be couldn't help but bring up the happy news as he delivered his speech at the Invictus Games Opening Ceremony today [October 20].
A tweet from Daily Telegraph reporter Hannah Furness revealed that while the Duchess was chatting with some of the girls from the school she told them, "My first job when I was 14, I remember taking out the trash, all sorts".
During that time, they will take in all the sights of Australia, before heading to Fiji, Tonga and New Zealand, meeting with locals and carrying out engagements at the Invictus Games in Sydney. "Harry had to walk straight past Jenna to get to his and Meghan's table", a witness told Vanity Fair's royal correspondent Katie Nicholl.