A private ambulance escorted by police has been spotted driving through Windsor as fans eagerly wait for the announcement of the arrival of Baby Sussex.

The ambulance was seen on Thursday afternoon local time close to where Duchess Meghan and Prince Harry reside.

The birth has so far been a mystery, as the couple announced that few aspects will be kept private.

Simon McCoy, presenter for  BBC News,  tweeted: “Private ambulance with police escort seen driving through Windsor #justsaying.”

Many have already placed bets on girl  names for the baby. William Hill was offering 4/1 on Diana, with Allegra and Grace at 8/1.

The news comes after Buckingham Palace announced Prince Harry’s trip to the Netherlands next week, to mark the one year countdown to next year’s Invictus Games,  convincing some speculators that the Duchess has  already given birth.

But according to  Fabulous Digital, the 37-year-old is yet to go into labour, with a palace insider saying she has “categorically not given birth”.

As the world prepares for the announcement, royal fans are on the edge of their seats with anticipation.