Where is Kate? Duchess of Cambridge spends day with mom Carole amid bombshell baby announcement

Where is Duchess Kate? The 35-year-old royal has remained out of the spotlight, missing a planned engagement at the Hornsey Road Children's Centre in London, since announcing on Monday that she's pregnant with baby No. 3.

Kate's mom, Carole Middleton, was seen leaving Kensington Palace late Monday afternoon in a black SUV after spending the day with her daughter.

The surprise baby news was reportedly announced prematurely due to Duchess Kate's severe morning sickness. The condition, formally known as Hyperemesis Gravidarum, affects one in every 200 pregnancies.

RELATED: Photos from Duchess Kate's most recent public outing:

19 PHOTOS
Duchess Kate, Prince William and Prince Harry visit Princess Diana's memorial garden
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Duchess Kate, Prince William and Prince Harry visit Princess Diana's memorial garden
LONDON, ENGLAND - AUGUST 30: (L-R) Catherine, Duchess of Cambridge, Prince William, Duke of Cambridge and Prince Harry are seen during a visit to The Sunken Garden at Kensington Palace on August 30, 2017 in London, England. The garden has been transformed into a White Garden dedicated in the memory of Princess Diana, mother of The Duke of Cambridge and Prince Harry. (Photo by Kirsty Wigglesworth- WPA Pool/Getty Images)
Britain's Prince William, Duke of Cambridge (2L), his wife Britain's Catherine, Duchess of Cambridge (L) and his brother Britain's Prince Harry (unseen), shelter from the rain beneath umbrellas as they attend an event at the memorial gardens in Kensington Palace, west London on August 30, 2017. Princes William and Harry prepared to pay tribute to their late mother Princess Diana on Wednesday for the 20th anniversary of her death as wellwishers left candles and flowers outside the gates of her former London residence. The Princes visited the Sunken Garden in the grounds of Kensington Palace, which this year has been transformed into a White Garden, dedicated to their late mother, Britain's Diana, Princess of Wales. / AFP PHOTO / POOL / Kirsty Wigglesworth (Photo credit should read KIRSTY WIGGLESWORTH/AFP/Getty Images)
Britain's Prince William, Duke of Cambridge (3L), his wife Britain's Catherine, Duchess of Cambridge (L) and his brother Britain's Prince Harry (4L), shelter from the rain beneath umbrellas as they attend an event at the memorial gardens in Kensington Palace, west London on August 30, 2017. Princes William and Harry prepared to pay tribute to their late mother Princess Diana on Wednesday for the 20th anniversary of her death as wellwishers left candles and flowers outside the gates of her former London residence. The Princes visited the Sunken Garden in the grounds of Kensington Palace, which this year has been transformed into a White Garden, dedicated to their late mother, Britain's Diana, Princess of Wales. / AFP PHOTO / POOL / Kirsty Wigglesworth (Photo credit should read KIRSTY WIGGLESWORTH/AFP/Getty Images)
LONDON, ENGLAND - AUGUST 30: Catherine, Duchess of Cambridge and Prince William, Duke of Cambridge are seen during a visit to The Sunken Garden at Kensington Palace on August 30, 2017 in London, England. The garden has been transformed into a White Garden dedicated in the memory of Princess Diana, mother of The Duke of Cambridge and Prince Harry. (Photo by Chris Jackson/Getty Images)
Britain's Prince William, Duke of Cambridge (C), his wife Britain's Catherine, Duchess of Cambridge (L) and his brother Britain's Prince Harry, shelter from the rain beneath umbrellas as they arrive to attend an event at the memorial gardens in Kensington Palace, west London on August 30, 2017. Princes William and Harry prepared to pay tribute to their late mother Princess Diana on Wednesday for the 20th anniversary of her death as wellwishers left candles and flowers outside the gates of her former London residence. / AFP PHOTO / POOL / Kirsty Wigglesworth (Photo credit should read KIRSTY WIGGLESWORTH/AFP/Getty Images)
LONDON, ENGLAND - AUGUST 30: (L-R) Catherine, Duchess of Cambridge, Prince William, Duke of Cambridge and Prince Harry are seen during a visit to The Sunken Garden at Kensington Palace on August 30, 2017 in London, England. The garden has been transformed into a White Garden dedicated in the memory of Princess Diana, mother of The Duke of Cambridge and Prince Harry. (Photo by Chris Jackson/Getty Images)
LONDON, ENGLAND - AUGUST 30: Catherine, Duchess of Cambridge and Prince William, Duke of Cambridge are seen during a visit to The Sunken Garden at Kensington Palace on August 30, 2017 in London, England. The garden has been transformed into a White Garden dedicated in the memory of Princess Diana, mother of The Duke of Cambridge and Prince Harry. (Photo by Chris Jackson/Getty Images)
LONDON, ENGLAND - AUGUST 30: (L-R) Catherine, Duchess of Cambridge, Prince William, Duke of Cambridge and Prince Harry are seen during a visit to The Sunken Garden at Kensington Palace on August 30, 2017 in London, England. The garden has been transformed into a White Garden dedicated in the memory of Princess Diana, mother of The Duke of Cambridge and Prince Harry. (Photo by Chris Jackson/Getty Images)
LONDON, ENGLAND - AUGUST 30: Catherine, Duchess of Cambridge and Prince William, Duke of Cambridge are seen during a visit to The Sunken Garden at Kensington Palace on August 30, 2017 in London, England. The garden has been transformed into a White Garden dedicated in the memory of Princess Diana, mother of The Duke of Cambridge and Prince Harry. (Photo by Chris Jackson/Getty Images)
LONDON, ENGLAND - AUGUST 30: (L-R) , Prince William, Duke of Cambridge and Prince Harry are seen during a visit to The Sunken Garden at Kensington Palace on August 30, 2017 in London, England. The garden has been transformed into a White Garden dedicated in the memory of Princess Diana, mother of The Duke of Cambridge and Prince Harry. (Photo by Kirsty Wigglesworth- WPA Pool/Getty Images)
LONDON, ENGLAND - AUGUST 30: Catherine, Duchess of Cambridge is seen during a visit to The Sunken Garden at Kensington Palace on August 30, 2017 in London, England. The garden has been transformed into a White Garden dedicated in the memory of Princess Diana, mother of The Duke of Cambridge and Prince Harry. (Photo by Chris Jackson/Getty Images)
LONDON, ENGLAND - AUGUST 30: Catherine, Duchess of Cambridge is seen during a visit to The Sunken Garden at Kensington Palace on August 30, 2017 in London, England. The garden has been transformed into a White Garden dedicated in the memory of Princess Diana, mother of The Duke of Cambridge and Prince Harry. (Photo by Chris Jackson/Getty Images)
LONDON, ENGLAND - AUGUST 30: Catherine, Duchess of Cambridge is seen during a visit to The Sunken Garden at Kensington Palace on August 30, 2017 in London, England. The garden has been transformed into a White Garden dedicated in the memory of Princess Diana, mother of The Duke of Cambridge and Prince Harry. (Photo by Chris Jackson/Getty Images)
LONDON, ENGLAND - AUGUST 30: Catherine, Duchess of Cambridge is seen during a visit to The Sunken Garden at Kensington Palace on August 30, 2017 in London, England. The garden has been transformed into a White Garden dedicated in the memory of Princess Diana, mother of The Duke of Cambridge and Prince Harry. (Photo by Chris Jackson/Getty Images)
Britain's Prince William, Duke of Cambridge (R), and his wife Britain's Catherine, Duchess of Cambridge (C), shelter from the rain beneath umbrellas as they attend an event at the memorial gardens in Kensington Palace, west London on August 30, 2017. Princes William and Harry prepared to pay tribute to their late mother Princess Diana on Wednesday for the 20th anniversary of her death as wellwishers left candles and flowers outside the gates of her former London residence. The Princes visited the Sunken Garden in the grounds of Kensington Palace, which this year has been transformed into a White Garden, dedicated to their late mother, Britain's Diana, Princess of Wales. / AFP PHOTO / POOL / Kirsty Wigglesworth (Photo credit should read KIRSTY WIGGLESWORTH/AFP/Getty Images)
Britain's Prince William, Duke of Cambridge (C), his wife Britain's Catherine, Duchess of Cambridge (2L) and his brother Britain's Prince Harry (L), shelter from the rain beneath umbrellas as they attend an event at the memorial gardens in Kensington Palace, west London on August 30, 2017. Princes William and Harry prepared to pay tribute to their late mother Princess Diana on Wednesday for the 20th anniversary of her death as wellwishers left candles and flowers outside the gates of her former London residence. The Princes visited the Sunken Garden in the grounds of Kensington Palace, which this year has been transformed into a White Garden, dedicated to their late mother, Britain's Diana, Princess of Wales. / AFP PHOTO / POOL / Kirsty Wigglesworth (Photo credit should read KIRSTY WIGGLESWORTH/AFP/Getty Images)
LONDON, ENGLAND - AUGUST 30: (L-R) Prince Harry, Catherine, Duchess of Cambridge, Prince William, Duke of Cambridge and Prince Harry are seen during a visit to The Sunken Garden at Kensington Palace on August 30, 2017 in London, England. The garden has been transformed into a White Garden dedicated in the memory of Princess Diana, mother of The Duke of Cambridge and Prince Harry. (Photo by Kirsty Wigglesworth- WPA Pool/Getty Images)
LONDON, ENGLAND - AUGUST 30: (L-R) Catherine, Duchess of Cambridge, Prince William, Duke of Cambridge and Prince Harry are seen during a visit to The Sunken Garden at Kensington Palace on August 30, 2017 in London, England. The garden has been transformed into a White Garden dedicated in the memory of Princess Diana, mother of The Duke of Cambridge and Prince Harry. (Photo by Kirsty Wigglesworth- WPA Pool/Getty Images)
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"As with her previous two pregnancies, The Duchess is suffering from Hyperemesis gravidarum. Her Royal Highness will no longer carry out her planned engagement at the Hornsey Road Children's Centre in London today," the statement said.

The 35-year-old royal is believed to be eight to twelve weeks pregnant.

Prince Harry was the first royal family member to comment publicly on the surprise news, saying he was "very, very happy" for his brother William and Kate. He also added that his sister-in-law was "okay."

Queen Elizabeth said that she was "delighted" to have a sixth great-grandchild. Kate and William's bundle of joy will be born fifth in line to the throne, bumping uncle Harry into sixth place.

Of course, bets are already being made for the royal baby's name -- and a girl named Alice is the favorite at 7/1.

Arthur and Victoria are the next favorites at 10/1, followed by the names Alexander and Alexandra, both at 12/1.

For more on Duchess Kate's pregnancy, watch the video above!

RELATED: See photos of Prince George:

19 PHOTOS
Prince George on Royal Tour
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Prince George on Royal Tour
Prince William, the Duke of Cambridge, his wife Catherine, The Duchess of Cambridge, Prince George and Princess Charlotte arrive at Tegel airport in Berlin, Germany, July 19, 2017. REUTERS/Kay Nietfeld/POOL
Prince George holds the hand of his father Britain's Prince William, Duke of Cambridge, upon their arrival at Tegel airport in Berlin, Germany, July 19, 2017. REUTERS/Steffi Loos/Pool
BERLIN, GERMANY - JULY 19: Prince George arrives at Berlin's Tegel Airport during an official visit to Poland and Germany on July 19, 2017 in Berlin, Germany. (Photo by Karwai Tang/WireImage)
Prince George arrives at Tegel airport in Berlin, Germany, July 19, 2017. REUTERS/Fabrizio Bensch TPX IMAGES OF THE DAY
Prince William, the Duke of Cambridge, his wife Catherine, The Duchess of Cambridge, Prince George and Princess Charlotte arrive at Tegel airport in Berlin, Germany, July 19, 2017. REUTERS/Kay Nietfeld/POOL TPX IMAGES OF THE DAY
BERLIN, GERMANY - JULY 19: Prince George arrives at Berlin's Tegel Airport during an official visit to Poland and Germany on July 19, 2017 in Berlin, Germany. (Photo by Karwai Tang/WireImage)
BERLIN, GERMANY - JULY 19: Prince George of Cambridge during an official visit to Poland and Germany on July 19, 2017 in Berlin, Germany. (Photo by Isa Foltin/Getty Images)
BERLIN, GERMANY - JULY 19: Prince George of Cambridge during an official visit to Poland and Germany on July 19, 2017 in Berlin, Germany. (Photo by Isa Foltin/Getty Images)
BERLIN, GERMANY - JULY 19: Prince George of Cambridge during an official visit to Poland and Germany on July 19, 2017 in Berlin, Germany. (Photo by Isa Foltin/Getty Images)
BERLIN, GERMANY - JULY 19: (NO UK SALES FOR 28 DAYS FROM CREATE DATE) Prince George of Cambridge arrives at Berlin military airport during an official visit to Poland and Germany on July 19, 2017 in Berlin, Germany. (Photo by Pool/Samir Hussein/WireImage)
BERLIN, GERMANY - JULY 19: (NO UK SALES FOR 28 DAYS FROM CREATE DATE) Prince George of Cambridge arrives at Berlin military airport during an official visit to Poland and Germany on July 19, 2017 in Berlin, Germany. (Photo by Pool/Samir Hussein/WireImage)
BERLIN, GERMANY - JULY 19: (NO UK SALES FOR 28 DAYS FROM CREATE DATE) Prince George of Cambridge arrives at Berlin military airport during an official visit to Poland and Germany on July 19, 2017 in Berlin, Germany. (Photo by Pool/Samir Hussein/WireImage)
BERLIN, GERMANY - JULY 19: (NO UK SALES FOR 28 DAYS FROM CREATE DATE) Prince George of Cambridge arrives at Berlin military airport during an official visit to Poland and Germany on July 19, 2017 in Berlin, Germany. (Photo by Pool/Samir Hussein/WireImage)
BERLIN, GERMANY - JULY 19: (NO UK SALES FOR 28 DAYS FROM CREATE DATE) Prince George of Cambridge arrives at Berlin military airport during an official visit to Poland and Germany on July 19, 2017 in Berlin, Germany. (Photo by Pool/Samir Hussein/WireImage)
The Duke and Duchess of Cambridge with Prince George and Princess Charlotte arriving at Berlin Airport in Germany.
Prince George after arriving at Berlin Airport in Germany.
The Duke of Cambridge and Prince George arrive at Warsaw Chopin airport, on day one of their five-day tour of Poland and Germany. PRESS ASSOCIATION Photo. Picture date: Monday July 17, 2017. See PA story ROYAL Cambridge. Photo credit should read: Dominic Lipinski/PA Wire
Prince George at Warsaw's Chopin Airport with the Duke and Duchess of Cambridge and Princess Charlotte at the start of their five-day tour of Poland and Germany.
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