The Duchess has cut back on her schedule during the Royal Tour.
She also did not attend the first event at the Invictus Games in Sunday on Sunday.
The royal couple will touch down in Queensland tomorrow as part of their 16-day tour that will take in costs to Australia, New Zealand and Pacific Islands.
After a whirlwind week which saw Meghan and Prince Harry attend a number of engagements following the announcement she was pregnant with her first child, Kensington Palace said the couple have chose to "cut back" on the Duchess of Sussex's schedule.
He also told the crowd outside Sydney Opera House that he and Meghan were happy to share the "personal joy" of her pregnancy while in Australia.
Prince Harry went alone to meet competitors of the road cycling at Sydney's Domain on day two of the Invictus Games.More news: Gerard Butler explains why he canceled Saudi Arabia trip amid Khashoggi's disappearance
"We have to try and pace her".
The ceremony overran by more than an hour due to a thunderstorm that had made it too unsafe for the public to take their seats in the outdoor arena, so the Duchess undertook her latest night of the tour with a 10.30pm finish.
The Invictus Games, Harry's brainchild and the focus of this tour, were founded by the prince in 2014.
"Our soldiers have fought together, through many conflicts so the fact that we're working together, now to support veterans makes a lot of sense", Australian Veterans' Affairs Minister, Darren Chester, told SBS News.
The 37-year-old royal announced earlier this week she was expecting her first child with Prince Harry.
Businesses and tourism bodies are hoping for a boost from the Royal couple's visit to the area, with thousands of people expected to attend in hope of seeing them. "So do I!" Harry excitedly responded. Harry and Meghan later looked loved-up as they watched the final of the Invictus Games' sailing competition from a luxury boat in the afternoon.
Meghan Markle is four months into her pregnancy. We said: "'One hundred per cent".