An announcement was made by the Swedish Royal family on 11 January that Madeleine and her husband Chris O'Neill had made the decision to welcome their baby girl in the city they have called home for several years.
"Information about Princess Madeleine's delivery," began the notice. "After careful consideration and in consultation with the King and Queen, Princess Madeleine and Mr. Christopher O'Neill have decided that their child will be born in New York."
"The birth is estimated to be at the end of February 2014. Princess Madeleine and Mr. O'Neill kindly request the media to respect their desire for privacy during this special and happy time."
"Further information will be given at the time of the birth," concluded the announcement, which was signed by Svante Lindqvist, who is the current Marshal of the Realm of Sweden and chief of the Royal Court.
The 31-year-old princess has been based in New York since 2010 where she works for the World Childhood Foundation.
It was in The Big Apple that Madeleine met Chris, 39, who works as a financier.
The couple became engaged on 25 October 2012 and married in fairytale ceremony in Stockholm on 8 June 2013.
Despite marrying Madeleine, who is currently fourth-in-line to the Swedish throne, Chris declined Swedish citizenship so as to be able to continue living and working in America as a private citizen.
Unlike his brother-in-law Prince Daniel, who is married to heir apparent Princess Victoria of Sweden, Chris holds no royal titles.