The former "Suits" actress spoke about the set-up in a BBC interview with Prince Harry following news of their engagement.
Back in 1960, the queen combined the royal family name of Windsor with Philip's surname from his maternal grandparents, Mountbatten, as a way to distinguish the couple's lineage from the rest of the British monarchy.
The more than two week official visit will take in multiple stops in Australia, Fiji, Tonga and New Zealand - all parts of the Commonwealth of states formerly colonised by Britain.
A third said: "So Harry and Meghan announced their pregnancy to family at Eugenie's wedding".
They are expecting their first child next spring.
The Duchess, who is now with the Duke of Sussex in Australia for their autumn tour, has had her 12 week scan.
Harry and Meghan, a former U.S. actress, Wednesday in a fairytale setting at Windsor Castle on May 19.
Ariana Grande & Pete Davidson Reportedly Split, End Engagement
Grande, 25, and Davidson, 24, began dating in May, after the pop star ended her relationship with rapper Mac Miller this year. Ariana Grande and Pete Davidson have split up, calling off their engagement just months after he got down on one knee.
The baby will be seventh in line to the throne, and the Queen's eighth great-grandchild. Royal watchers will be able to catch a glimpse of the pair at Bondi Beach where they'll meet with One Wave, a non-profit surf community tackling the issues of mental health.
Meghan nailed "travel chic" with slim-fitting black trousers, a black top, and long black and burgundy coat.
After their arrival in Australia on Monday, Meghan and Harry were escorted by a motorcade to the residence of Australia's Governor-General on Sydney's north shore.
The Duke and Duchess will learn about environmental challenges while in Wellington, visit a charity which supports children with parents in prison, and meet members of the public in Auckland and Rotura.
Meghan, 37, and Harry, 33, married in May 2018.
The tour will conclude with a four-day trip to New Zealand, where they will be greeted by Prime Minister Jacinda Ardern.
The tour coincides with the Invictus Games in Sydney which start on Saturday.
"I want to. commend Prince Harry for his tremendous initiative in lifting the spirits of every single service man and woman all around the globe", Morrison said.