The source told Fabulous Digital that Meghan has "categorically not given birth" meaning that fans are still in for a wait for Baby Sussex.
Social media has been in a frenzy since the Duchess of Sussex's reported due date in April came and went.
And Wednesday's announcement that the Duke of Sussex is going on a royal visit to the Netherlands further fuelled their speculation.
Harry, 34, will launch the one year countdown to the Invictus Games on the overseas trip next Thursday — baffling royal watchers as they expected news of Baby Sussex's arrival to be announced any day now.
But many have suggested he wouldn't leave the country while his wife could go into labour at any moment.
This is being taken as proof that not only is the baby here, but he or she is a few weeks old because he wouldn't leave Meghan, 37, alone with a newborn.
However, it seems that Harry could be at risk of doing exactly that following the confirmation that Meghan is still pregnant.
The arrival of the latest royal addition will be a private affair.
In a statement last month, the palace 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.
"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."
Earlier this week the Sun reported how royal fans have accused the couple of "teasing" the birth on Instagram — begging the couple not to post until they announce the birth.
And the Sun also reported that the palace has shut down claims Meghan will unveil Baby Sussex on the cover of Vogue.