During a visit to the seaport town of Grimsby, Kate was handed a teddy bear by someone in the crowd.
"Thank you," Kate said, according to Sandra Cook, who was standing nearby. "I'll give that to my d..."
She then stopped herself, "blushing" and "flustered."
“You were going to say ‘daughter’, weren’t you?” Cook asked.
The duchess backtracked, telling Cook, "We don't know... we're not telling," but her slip was enough to send betting odds, already leaning towards a girl, down to as short as 1/2.
Another person in the crowd told the Grimsby Telegraph a different story: that Kate had instead hinted at a boy.
"I asked her if the baby had been kicking," Katy Forrester said. "I swear she replied 'Yes, he is, very much so' but no-one else heard. Either I misunderstood it or Kate is trying to confuse us all."
Boy or girl, Baby Windsor is due to arrive in July. Thanks to a recent change in British law, a firstborn girl would be eligible to inherit the throne.