Kate Middleton dropped a major hint that she is pregnant with a baby girl during a visit to the National Fishing Heritage Centre in Grimsby, England on Tuesday, March 5. During the engagement, the expectant Duchess of Cambridge, 31, was given a white teddy bear by a local, Diane Burton. "Thank you, I'll take that for my d--" Prince William's wife replied, tellingly cutting herself off mid-sentence. When a well-wisher asked the royal if she was about to say "daughter," Middleton smiled and replied coyly, "We're not telling." Another witness, Sandra Cook, overheard the exchange and told reporters: "I said to her: 'You were going to say daughter weren't you?' and she said, 'No, we don't know.'" Remarked Cook, 67, to the Duchess: "I said, 'Oh, I think you do', to which she said: 'We're not telling.'" Middleton, meanwhile, happily clutched the teddy bear gift. Privately, the Duke and Duchess of Cambridge recently learned the sex of their baby, a source confirmed to Us Weekly, "but they've only told their parents." If it's indeed a girl, that's big, big news for the royal couple, who celebrate their second wedding anniversary next month -- and even bigger news for the United Kingdom. Prince William's grandmother Queen Elizabeth II recently decreed that, should William and Kate's firstborn be a daughter, she will be called "Princess," and referred to as Her Royal Highness. In addition, the Succession the Crown Bill, overruling centuries of royal gender discrimination, decrees that William and Kate's firstborn will be the heir to the throne regardless of gender.