Ms Wilson, who is the heiress to the Holiday Inn empire, told the Eden Confidential Social Diary: “We are expecting Pelly number three and could not be more excited.”
Mr Pelly is the son of Lady Carolyn Herbert – a close friend of the late Princess Diana.
The 34-year-old grew up with Harry and Prince William and is godfather to the Duke and Duchess of Cambridge’s youngest child Prince Louis.
He has kept in close contact with the brothers and visited Harry and Meghan in their Californian mansion last year.
Mr Pelly formally ran a string of high-end nightclubs in London, including the Royal-favourite Mahiki in Kensington.
No stranger to a party, the royal socialite organised Prince William’s stag-do before he got married to Kate in 2011.
Mr Pelly was also present when a 20-year-old Harry shamefully wore a Nazi costume at a party in 2005.
Meghan and Harry are currently living in the Santa Barbara area of Los Angeles after quitting the Royal Family 18 months ago.
The couple would have celebrated a special birthday earlier this week.
Meghan’s mother Doria Ragland turned 65-years-old on Thursday.
The social worker and yoga instructor lives nearby in California and is said to be a hands-on grandmother with the two children.
Doria, who was the only member of Meghan’s family to attend her wedding in 2018, stayed with the Sussexes at their former Windsor residence Frogmore Cottage following the birth of Archie in May 2019.
The Duke and Duchess have taken full advantage of their newly found freedoms across the Atlantic and have launched a number of projects and charitable ventures.
The most eye-catching has been two multi-million pound deals with streaming giants Netflix and Spotify.
Meghan’s close friend Omid Scobie has insisted the couple are far from finished and even teased the Duchess could be set for Hollywood.
The Royal Editor at Harper’s Bazaar US told Royally Obsessed: “All that was said to me was, ‘oh man, you don’t even know the half of what they’re working on. They are aiming so high’.
“I think one thing that may surprise at some point and this is just my own guess is where we’re going to hear some sort of movie announcement.”
SOURCE: EXPRESS CO UK