The Duchess of Cambridge, who is suffering from acute morning sickness, will not attend the opening ceremony of the Invictus Games this evening or the athletics event tomorrow.
The Duke and Duchess of Cambridge announced earlier this week that they are expecting their second baby.
"The Duchess of Cambridge will not attend the Opening Ceremony of the Invictus Games this evening or the Athletics event tomorrow," a Kensington Palace statement said.
"The Duchess's attendance on the forthcoming visit to Malta will be kept under review and a decision taken closer to the time."
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The Prince of Wales has revealed he is hoping for a granddaughter.
Charles said it was "splendid" news that the Duke and the Duchess of Cambridge are expecting their second child.
When congratulated on becoming a grandfather during a visit to Bermondsey, south London, he said: "I am already. But it's wonderful to be a grandfather again. I'm looking forward to it - but I hope it will be a girl this time."
The Prince of Wales said it was 'splendid' news that he was to become a grandfather for the second time.
During a visit to an upholstery studio in Bermondsey, south London, Charles said: 'What did i do?' when congratulated on the news about the Duchess of Cambridge's pregnancy.
He added: 'It hasn't arrived yet - (but) splendid, we're very excited'.
A mother who also suffered from the same problems in pregnancy as Kate Middleton said the extreme morning sickness she suffered left her worrying how she would survive.
Amanda Shortman told Good Morning Britain she was bedridden by hyperemesis gravidarum by the sixth week of her pregnancy and eventually lost over 10% of her pre-pregnancy weight because of the condition.
The Duchess of Cambridge could face worse sickness during her second pregnancy than her first, experts have said.
Kate is being treated by doctors at her Kensington Palace home for hyperemesis gravidarum, a rare condition which causes severe vomiting during pregnancy.
It is the same illness which led the Duchess to be treated in hospital for three nights in December 2012 while she was pregnant with Prince George.
"It's highly likely that if you have had it before you will have it again and it's generally worse in subsequent pregnancies. It starts earlier and is usually more severe," Nicola James, trustee of the charity Pregnancy Sickness Support, said.
The Duke of Cambridge said he is "thrilled" at the prospect of becoming a father for the second time.
Reflecting on "a tricky few days" for the Duchess, he said the announcement came earlier than planned due to another bad case of morning sickness.
The Queen has expressed her delight at the news - and Prince Harry said it was all very exciting.
ITV News Royal Correspondent Tim Ewart reports:
Prince William's uncle Earl Spencer has welcomed the "fantastic" news that he and wife Kate are expecting their second child.
"It is just such happy-making news," he told LBC Radio. "I have never known a period of news where things have looked so dark and bleak around the world and to have this pop up is just fantastic.
"I think that's really what it's about, it's just making the nation a happier place and that is what today's news does."
Prince Harry has joked about the news he is likely to be another step away from being King following the Duchess of Cambridge's second pregnancy.
Asked about being pushed one further down the line, the Royal laughed and said: "Great!"
Prince Harry has welcomed the news of the Duchess of Cambridge's pregnancy as "very exciting" - joking that he cannot wait to see his brother "suffer more".
He said Kate was coping with her illness and expressed his wish that the couple would be able to enjoy some privacy during her pregnancy.