Watch an Adorably Nervous Prince Harry Talk About His and Meghan Markle's 'Upcoming Baby'

Prince Harry has opened up for the first time about sharing the exciting news that he and wife Meghan Markle are expecting their first child together.

Speaking at a reception at the end of the couple’s first day in Sydney, Australia, Harry said that he and Meghan couldn’t think of a “better place” to tell the world of their baby joy.

At the event at Admiralty House, where the Duke and Duchess of Sussex are staying, Harry, 34, thanked Australia for the” incredibly warm welcome” they’d received and the “chance to meet Aussies from all walks of life.”

“We also genuinely couldn’t think of a better place to announce the, er, upcoming baby,” Harry said, looking over to Meghan. Appearing slightly nervous, Harry added, “whether it’s a boy or a girl.”

RELATED: Prince Harry Says He’s ‘Very Excited’ to Introduce Meghan Markle to Australia on First Royal Visit

Meghan Markle speaks to singer Missy Higgins
Meghan Markle speaks to singer Missy Higgins

Kensington Palace made the announcement on Monday that Meghan, 37, is expecting the couple’s first child only hours after the parents-to-be touched down in Sydney.

RELATED: Meghan Markle Is Pregnant! Prince Harry and Meghan Announce They Are Expecting First Child

Meghan Markle
Meghan Markle

And, as they stepped out for a series of engagements — from a visit to the zoo to a walkabout in the center of Sydney — they were mobbed by well-wishers.

The royal couple was also given their first official baby gifts by the Governor General Peter Cosgrove and his wife, Lady Lynne Cosgrove.

“That’s so cute, it’s our first baby gift!” Meghan, 37, said in PEOPLE’s Facebook Live video, as she received a fluffy stuffed kangaroo (complete with a baby joey!) and fleece Ugg booties.

The couple’s 16-day tour will take them through Australia, into Fiji and Tonga and to New Zealand.