Kate Middleton and William pictured in Norway on an official tour in February previous year.
Like lots of parties, friends and family are invited and guests bring gifts, often for the new baby or things that will be needed when the baby arrives.
But are you wondering what a baby shower is all about?
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After a star-studded baby shower hosted by a few of her close friends, the retired actress turned royal celebrated by dining at fashion exec Ralph Lauren's restaurant, The Polo Bar.
The big reason Middleton may have missed the shower: It's not in line with royal protocol. Royals typically forgo celebrating a coming baby with a shower as a sign of humility as "there's nothing they can't go out and buy themselves".
For the royals, there is also the matter of public perception to be considered.
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It's also a busy time of the year for the Duchess of Cambridge.
In fact, reports suggest that Middleton, 37, is on a secret ski trip with Prince William and their three children, Prince George, Princess Charlotte and Prince Louis, who had off from school.
It is also thought that Meghan's mum Doria Ragland wasn't at the NY celebration, although speculation continues that she will relocate to London when the baby is born in late-April.
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A Palace spokesman said: "The Duke and Duchess are looking forward to the visit which will highlight the vital roles that girls' education and youth empowerment are playing in, and shaping, modern Morocco".