"Congratulations to my friends, and welcome to the #girldad club H."
The royal couple revealed that their second child is due to be born "in the summertime" in June this year.
Harry said it was "amazing" to be expecting a daughter. "To have a boy and then a girl, what more could you ask for."
The couple are thrilled to be welcoming another baby into their little family, a sister for 21-month-old Archie, and said when their little girl is born the family will be complete.
"Two is it," Meghan told Oprah yesterday.
The couple first announced the pregnancy on Valentine's Day in a stunning photo taken by Harriman.
The black and white photo shows Meghan cradling her baby bump in a flowing Carolina Herrera gown she previously wore when pregnant with Archie, resting her head on Harry's knee.
The news is extra special for the royal couple, who let the world in on their miscarriage heartbreak last November.
Meghan penned a moving essay for the New York Times, revealing she suffered a devastating miscarriage.
"Losing a child means carrying an almost unbearable grief, experienced by many but talked about by a few," she wrote in an honest and heartbreaking essay about her experience on November 25.
• CBS presents Oprah with Meghan and Harry will broadcast on Three on Tuesday, March 9, at 7.30pm
