Meghan Markle has gone into labor.

The palace announced that the 37-year-old Duchess of Sussex started labor early Monday.

She and 34-year-old Prince Harry didn't disclose the location they chose for the birth but the palace did say Harry is by her side. Throughout Meghan's pregnancy, they never revealed the baby's due date. They have said they didn't find out the sex in advance.

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The couple previously announced they planned to keep the birth of their firstborn a private matter and said they would only release details to the public after they had time to celebrate as a family.

Britain's Prince Harry and his former actress Meghan Markle are awaiting the arrival of their first child. (AP)

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“The Duke and Duchess of Sussex are very grateful for the goodwill they have received from people throughout the United Kingdom and around the world as they prepare to welcome their baby,” the palace said in a statement in April.

“Their Royal Highnesses have taken a personal decision to keep the plans around the arrival of their baby private. The Duke and Duchess look forward to sharing the exciting news with everyone once they have had an opportunity to celebrate privately as a new family.”

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Britain's Prince Harry and Meghan, Duchess of Sussex announced they were expecting in October 2018. (AP)

It's a big change from how Prince William and Kate Middleton handled the births of their three children: Prince George, Princess Charlotte and Prince Louis. The Duke and Duchess of Cambridge posed for photos outside of the Lindo Wing at St. Mary’s Hospital in Paddington as Princess Diana and Prince Charles had done with their sons.

Middleton’s sister, Pippa Middleton, also selected the Lindo Wing for the birth of her first child.

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The first child of Meghan and Harry is Queen Elizabeth’s eighth great-grandchild and seventh in line to the throne.

Markle, a former American actress, became the Duchess of Sussex when she married Harry in May 2018. Forbes previously reported 29 million people watched the televised ceremony across 15 different broadcast and cable networks.

Before Markle became a member of the British royal family, she was a star on USA Network’s law drama “Suits.”

The Associated Press contributed to this report.