News of an arrival will be emailed to the press by Buckingham Palace, coinciding with an expected confirmation on Harry and Meghan's official Instagram account @SussexRoyal, and then on the @RoyalFamily Twitter account and the monarchy's royal.uk website.
Harry and Meghan have promised to share news of their son or daughter's birth once they have had the chance to celebrate privately as a new family.
They will want to inform the Queen and family and friends before telling the world.
The palace's traditional statement usually follows the form of saying the duchess has been "safely delivered" of a son or a daughter, stating the weight of the baby and the time.
It also usually reveals whether the father was at the mother's side, as Harry will undoubtedly be, whether the mother and baby are doing well, and how the news has been shared with delighted family members.
Having recently launched their own Instagram account, Harry and American former actress Meghan could use it to expand on the traditional, formal statement with a more relaxed, informal post about their baby's birth.
On @SussexRoyal recently, they thanked the public for "sharing the love" and followed it with a heart emoji.
The arrival of their first child is also likely to be celebrated with a bulletin on display at Buckingham Palace.
When Prince George, Princess Charlotte and Prince Louis were born, palace staff carried out the age-old custom of placing a paper proclamation for the public to see at the Queen's London residence.
A brief official announcement - on foolscap-sized headed paper set in a dark wooden frame - was put on an ornate golden easel on the forecourt of the palace for the Cambridges' children.
It used to be handwritten, but is now typed, and is signed by the doctors who tended to the royal mother.
The elaborate stand is a recent introduction, following George's birth.
The notice used to be hung on the outside of the iron railings, where it could be closely read by tourists and well-wishers, but is now placed safely behind the gates.
When Prince Andrew was born in 1960, a crowd of more than 2,000 clamoured to see the birth notice as it was fixed in place by the Superintendent of the Palace.
The notice is usually on display for 24 hours before it is taken down.
It is then sent to the Privy Council Office so the details can be recorded in the Privy Council records.
The names given to royal babies are not usually revealed straight away, and the public is often left guessing for several days.
The Duke and Duchess of Cambridge took two days to announce George and Charlotte's names and four days for Louis, each time informing the Queen of their choice beforehand.
When the Earl and Countess of Wessex's son was born in 2007 and named James Alexander Philip Theo, the palace revealed in a statement that the monarch and Sophie's father were consulted over the names and were happy with the choices.
The palace said: "The Queen and Mr Christopher Rhys-Jones have been consulted and are content."
Mike and Zara Tindall used Twitter to unveil their daughter's name six days after she was born in 2014, with the proud father tweeting: "For everyone who has asked what our daughter's name is, it's Mia Grace Tindall."
When Princess Beatrice was born in 1988, it was two weeks before her name was known.
In 1982, the Prince and Princess of Wales waited seven days before deciding on and announcing Prince William's name.
The Prince of Wales's name remained a mystery for a month and was only declared ahead of his christening in the Music Room of Buckingham Palace in December 1948.
Royal births are also often celebrated with a 41-gun salute in Green Park or Hyde Park - and a 62-gun salute at the Tower of London - but the decision is in the Queen's gift.
Baby Sussex, who is not currently entitled to be an HRH, will be seventh in line to the throne.
Royal births are registered in the normal way, although the home secretary is required to notify certain officials including the lord mayor of London, and the governors of Northern Ireland, the Channel Islands and the Isle of Man.