Witnesses in Grimsby said the slip came when a woman gave the duchess of Cambridge a teddy bear, The Daily Telegraph reported.
"I distinctly heard her say, 'Thank you, I'll take that for my d ... ' then she stopped herself," said Sandra Cook, who told the Telegraph she was standing next to Diane Burton, the teddy bear giver. "I said to her, 'You were going to say daughter weren't you?' and she said, 'No, we don't know.'"
The duchess visited the National Fishing Heritage Center in Grimsby on the east coast and a cancer hospice during her visit.
The baby is due in July. Under the new rules of royal succession, Prince William's first-born child will be his heir, whatever its gender.
The duchess has had few public engagements since her pregnancy became public late last year. She was hospitalized for several days with an extreme form of morning sickness.
Linda McDougall, wife of Austin Mitchell, Grimsby's Labor member of Parliament, said she ran into the duchess a few days ago in a Top Shop, a chain clothing store.
"No one else in the shop realized it was her, she was wearing a sheepskin coat and boots, with no makeup, and I was amazed to bump into her there," McDougall said.