Pippa Middleton children: Baby Grace was born at 4.22am (Image: GETTY) READ MORE Mrs Matthews has kept details about her pregnancy quiet over the past few months. Speculation about her pregnancy first emerged in December, with a source close to the family revealing a baby was due in 2021. Carole Middleton officially confirmed Pippa’s pregnancy in March during an interview. She told Good Housekeeping: “I hope to see more of my family than I could last year, including, of course, my new grandchild. “I want to run down the hills, climb the trees, and go through the tunnel at the playground.