On an official visit to the English port city of Grimsby, Middleton caught her tongue while accepting a white teddy bear, telling gift-giver Diana Burton, 41, "Thank you, I'll take that for my d... " and then stopping short, British newspaper The Daily Telegraph reports.
Sandra Cook, 67, standing nearby, told the paper, "I distinctly heard her say, 'Thank you, I'll take that for my d... ', then she stopped herself. I said to her, 'You were going to say daughter, weren't you?' and she said, 'No, we don't know.' "
Cook persisted, saying, "Oh, I think you do," to which Middleton, 31, replied, "We're not telling."
The baby is due in July. The sex of the royal child is never announced before its birth, as per precedent, the Telegraph said.
The duchess did say the baby has been very active. Shop worker Bobbie Brown, 42, told the paper, "I asked her if the baby had been moving or kicking and she said, 'Yes it is, very much so.' "