The Duchess, who is almost five months pregnant, wore a coat by the maternity label Seraphine.
Royal aides had left her off the list of dignitaries for an official visit to the city's most famous building tomorrow, anxious to give her some downtime to make allowance for her pregnancy.
But the Duchess, it seems, could not resist the opportunity to visit the 86th-floor viewing platform and has told her staff she would like to go too.
The spot is perhaps best known as the location where Tom Hanks and Meg Ryan meet for the first time in the romantic comedy Sleepless in Seattle, and the Duchess will be able to ask Hanks about his memories of filming the scene when they meet at a dinner later the same day.
Neither the Duke nor the Duchess has ever been to New York before, and they have been "immensely looking forward" to exploring the city, aides said.
But their 48-hour stay will have no time for private sightseeing or Christmas shopping before they fly home tomorrow night, and the 32-year-old Duchess is clearly keen to grab every opportunity to see as much of the city as she can. A royal source said: "The Duchess has told us that if she is feeling up to it she would like to join her husband at the Empire State Building [tomorrow].
"Her programme has been put together to take account for the fact that she is five months pregnant and had an illness for the first stage of her pregnancy."
The Duke of Cambridge will be at the Empire State Building to attend a reception for British entrepreneurs as part of the Government's GREAT Britain campaign to promote investment in the UK. During the visit he will go to the observation deck to take in the famous view of Manhattan.
The Duchess will have spent several hours on her feet by then, spending the morning at a youth organisation in Harlem and part of the afternoon at another GREAT campaign reception, this time to celebrate New York-based Britons working in the arts and creative industries.
Later that evening the couple will attend a gala dinner at the Metropolitan Museum of Art to raise money for the St Andrews University 600th anniversary appeal. Tom Hanks, whose daughter, like the Duke and Duchess, studied at St Andrews, will give the toast at the dinner. The Duchess is accompanied on the trip by her hairdresser Amanda Cook Tucker, whose travel expenses are being paid by the Duke and Duchess.
Danny Lopez, the British consul-general to New York, said: "Over the last few weeks it has been incredible to witness the level of excitement from people here wanting to be part of this.
"The excitement in New York has been absolutely phenomenal."
The royal couple, who are staying at the Carlyle Hotel, once the New York base of president John F Kennedy, began their visit last night by attending a private dinner hosted by long-term supporter Sir Martin Sorrell, the chief executive of the WPP advertising group, and supporters of the Duke and Duchess's Royal Foundation charity. Guests included John Studzinski, chairman of the American Friends of the Royal Foundation, and others the Duke and Duchess hope will become generous donors.
