Pippa Middleton is reportedly pregnant with her first child

A source told The Sun on Sunday newspaper: "When Pippa found out she was pregnant, she was obviously thrilled and utterly overjoyed. Naturally, big sister Kate and parents, Carole and Michael, were the first people she told - James aside - and they could not have been more delighted.

"It’s been a tough few weeks for the two families, so this has provided some much-needed happiness and light relief. Pippa and James have always known they wanted children. They have made the most of their first few months of marriage and felt the time was right to expand their family."

The baby is thought to be due in October, with Pippa telling those closest to her her happy news last week after the 12 week scan.

Pippa got engaged back in July 2016 and tied the knot with James in May 2017 at St Mark's Church in Englefield, Berkshire, followed by a reception at her family home in nearby Bucklebury.

It is double baby joy for the Middletons as Duchess Catherine is currently pregnant with her third child and the baby is due imminently.

A statement issued by Kensington Palace at the time said: "The Duke and Duchess of Cambridge are delighted to confirm they are expecting a baby in April 2018."

Duchess Catherine and her husband Prince William are already parents to Prince George, four, and Princess Charlotte, two.