Prince Harry and Meghan Markle react to Zara Tindall's baby news

The Duke and Duchess of Sussex have privately contacted Zara and Mike Tindall to congratulated them on the birth of their son.

The Tindalls welcomed their third child on March 21, a boy they have named Lucas Philip Tindall.

They have two daughters - Mia, seven, and Lena, two.

Prince Harry has always been close to his cousin and her husband and the Tindalls are equally thrilled Harry and Meghan are expecting their second child, a daughter due later this year, who will be a sibling for son Archie who turns two on May 6.

RELATED: Sussexes 'frustrated' with fallout following Oprah interview, royal expert claims

Princess Eugenie welcomed her first child with husband Jack Brooksbank on February 9, a boy they have named August Philip Hawke Brooksbank.

The family is sure to be celebrating all of their baby news but in particular the birth of Zara and Mike Tindall's son, after the couple suffered devastating miscarriages in the past.

RELATED: Prince Harry could earn more than $3.5m in new 'Tinder' style mental health coaching app job

Speaking with the Sunday Times, Zara talked about suffering her first miscarriage before the birth of Mia, and a second miscarriage before the birth of Lena.

"In our case, it was something that was really rare; it was nature saying, 'This one's not right.' I had to go through having the baby because it was so far along," she said.

She also told the BBC: "I think that's the hardest thing in our situation, is that everyone knew," the 37-year-old said. "And very much when things like that happen, normally it's just your family and friends, but unfortunately everyone knew about it."

Meghan Markle also spoke of her own miscarriage in an article called 'The Losses We Share' written for the New York Times.

"I knew, as I clutched my firstborn child, that I was losing my second," she said.

Meghan highlighted the "unbearable grief" of losing a child and the knowledge so many women suffer such losses each year.

It was Mike Tindall who confirmed the birth of his son during his podcast The Good, The Bad & The Rugby.

"Arrived very quickly - didn't make it to hospital - on the bathroom floor," he said.

"Crazy weekend, wasn't it? Saturday, lovelocks all the rugby. Obviously Scotland, absolutely, actually I was genuinely angry after the England game.

"And then Sunday got even better because a little baby boy arrived at my house."

A spokesperson for the couple also confirmed the news, saying, "Zara and Mike Tindall are happy to announce the birth of their third child, Lucas Philip Tindall."

This is the Queen and Duke of Edinburgh's tenth great-grandchild.