Kate, 31, was visiting the Northern fishing post of Grimsby and meeting a crowd of around 2,000 people on an official engagement when she supposedly made the comments.
The Duchess was given a teddy bear by 41-year-old Diana Burton standing in the crowd.
But it was Sandra Cook, 67, who was standing next to Diana who has set rumours flying, saying she heard Kate say: "Thank you, I will take that for my d..." before stopping herself.
Sandra continued: "I leant over and said to her: 'You were going to say daughter weren't you?'. She said, 'No, we don't know!'. I said, 'Oh I think you do,' to which she replied: 'We're not telling'."
It's not the first time meet-and-greets with the Royal couple have caused wagging tongues, Prince William accepted a baby grow a few months before...
