Pippa Middleton visits the new royal baby at Kensington Palace

The new royal baby doesn't yet have a name, but he's already received an important visitor: aunty Pippa Middleton.

The Duchess of Cambridge's younger sister, believed to be pregnant with her first child, was photographed arriving at Kensington Palace on Tuesday.

The newborn's first cousin once removed, Princess Eugenie of York, was also chauffeured into the palace grounds on Tuesday.

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Prince Harry and fiancee Meghan Markle, who live in a cottage near Catherine and William's home, are also likely to have been among the early visitors.

The Duke and Duchess of Cambridge's third child was delivered at 11.01am in London's St Mary's Hospital on Monday, making his first public appearance on the steps outside just seven hours later.

It's believed other members of the Royal Family and Kate Middleton's family remained in their respective homes during the birth and were informed separately.

Given her sweet relationship with George, 4, and Charlotte, 2, Aunty Pippa is undoubtedly delighted by the arrival of her baby nephew.

The socialite and author included her big sister's children in her bridal party when she wed hedge fund manager James Matthews, 42, in May 2017.

"Naturally, big sister Kate and parents, Carole and Michael, were the first people she told — James aside — and they could not have been more delighted," a source told the newspaper earlier this week.

Speaking to 9Honey outside St Mary's Hospital on Monday, a Ladbrokes spokesperson said a flurry of bets had been placed after the royal birth was announced.

"All of those have seen their odds change quite drastically," he explained.

WATCH: 9Honey speaks to Ladbrokes about the most likely names for the royal baby. (Post continues.)

With there already being two men called James in the Middleton family - Catherine's younger brother and her brother-in-law - giving the royal newborn the same name could make life rather confusing.

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