Tanned and looking relaxed after a holiday on the Caribbean island of Mustique, Kate confided in a recovering alcoholic as she visited a treatment centre for female addicts, the Daily Express reported.
As the 31-year-old Duchess joined an art therapy class with the women at Hope House in Clapham, south London, one asked her if she was nervous about having a child.
Lisa, a 34-year-old mother-of-three, who didn't give her full name, added: "She said it would be unnatural if she wasn't."
The visit was only the Duchess's second public engagement this year.
She was in hospital with severe morning sickness after her pregnancy was announced last December.
Now, clearly much better, she was happy to show off her baby bump in a 300-pound MaxMara Studio wrap dress.