Harry and Meghan say they want to keep their plans 'private'.
It means they will not follow in the footsteps of other senior royals and have the baby at London’s famous Lindo Wing.
Harry and Meghan's first child is due any day now.
If they have chosen a maternity ward, the Palace will try not to reveal it until some time after the birth, if at all.
If they have chosen to have the baby at home, we will not be told in advance.
A statement from Buckingham Palace, the location of Harry and Meghan's new Household, 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.”
It means we are likely to find out when Meghan is in the latter stages of labour.
A statement is also expected to announce the sex, weight and time of birth once other senior members of the Royal Family have been informed.
But there will be no photo call on the steps outside a hospital as we witnessed after the birth of the three children of the Duke and Duchess of Cambridge.
William and Kate showed George, Charlotte and Louis to the world’s cameras as they left hospital a short time after giving birth.
Kate had been criticised by some for choosing to do so, amid concerns it might put pressure on women to look good, so soon after childbirth.
Harry and Meghan by contrast are likely to invite selected cameras onto the Windsor Estate, where they are now living, some days after their baby is born.
They want to spend time with Meghan's mum, Doria Ragland, and other members of Harry's family beforehand.
Harry’s mum, Princess Diana, chose the private Lindo Wing, at St Mary’s Hospital in Paddington, for his birth and his brother William’s.
Prince Anne also gave birth to her children Peter and Zara at the same maternity unit.
But the previous generation often chose to give birth at home.
The Queen had her four children at either Buckingham Palace or Clarence House.
She herself was born at home at her grandparents’ house in Mayfair in 1926.
Harry and Meghan’s limited plans - much speculated upon since they announced they were expecting a child - were set out in a note to journalists from the Palace today.
It also said: “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.”
Harry and Meghan moved to their new home at Frogmore Cottage in Windsor last week.
Soon, the staff in the Sussex Household will operate from Buckingham Palace.
Harry and Meghan announced they were having a baby when they arrived in Australia at the start of their South Seas tour last year.
No due date has been given for the birth, but Meghan told crowds on Merseyside at the start of the year that she was planning for a birth in late April or May.