Speaking in an ornately decorated room at San Anton Palace, William joked that his energetic one-year-old could have done some damage to the lavish furniture.
"Malta may not survive baby George," the Duke told President Marie-Louise Coleiro Preca. "There are a lot of precious things here."
On Saturday evening, during his speech celebrating Malta's 50th Independence Day, William spoke of his pregnant wife's disappointment at not being able to undertake her first solo tour due to her hyperemesis gravidarum.
"Catherine has asked me to say how very sorry she is that she couldn't be the one to pass on The Queen's greetings to you all," he said. "She was looking forward to coming here, and I know she hopes very much that she will be able to visit in the future."
The Duke went on to express the Queen's fondness for the Mediterranean country, reading a message written by his grandmother.
"We have such fond memories of your country at different stages of our lives," it read. "First as a young married couple when we lived in Malta, and then again when we returned at the time of our 60th wedding anniversary in 2007.
"Prince Philip and I are grateful to the people of Malta for always making us, and our family, feel so welcome.
On Sunday the Duke attended his first public Mass at St John's Co-Cathedral, before viewing the two Caravaggio masterpieces in the 16th Century church.
Later in the day the Duke will visit Centru Access in Vittoriosa to meet with staff and clients and then conduct a walkabout in the city, touring the Church of St Lawrence and enjoying a boat trip in Grand Harbour.
Finally the Prince will attend a Garden Party hosted by the British High Commissioner before jetting back to the UK.