Madeleine, 31, posted a picture of herself looking at her mobile in one hand and with her other hand cupping her burgeoning baby bump.
"Reading all your nice messages on my Facebook page. Thank you for sending me so much positive energy regarding my pregnancy!" wrote the princess alongside the snap, which received almost 23k 'likes'.
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In the photograph, Madeleine is wrapped up against the New York chill with a pretty grey knitted cardigan that is buttoned above her bump, and a pair of black fitted trousers. Her lovely brunette tresses are looking more lustrous than ever as they curl over her shoulder.
Madeleine, who is due to give birth at the end of February, has been sharing photographs of herself and the Big Apple, where she lives, throughout her pregnancy.
She posted a beautiful photograph of a snow-covered Central Park at the beginning of February, writing, "Winter land in Central Park."
And in January, the mum-to-be shared a picture of herself posing at the World Childhood Foundation office, where she has been hard at work regardless of her pregnancy.
"A strong snowstorm today has completely covered the view from our office, hope I can make it home..." wrote the fourth in line to the Swedish throne.
Madeleine was positively glowing despite the freezing temperatures, dressed in a white poloneck jumper and a pair of black leggings.