The earrings, The Sun reported, were the same ones Diana wore shortly after Prince Harry was born while Diana and Prince Charles were on a trip to Canada in May 1986.
The royal couple also got what the Duchess of Sussex said was the baby's first gift -- a stuffed kangaroo named Joey, Entertainment Tonight reported.
The baby also received a small pair of UGG boots, The Sun reported.
Prince Harry and Meghan announced they were expecting on Monday. The baby is due in spring 2019.
This isn't the first time Princess Diana's been honored by the Duchess of Sussex. Meghan wore an aquamarine cocktail ring on her and Harry's wedding day that had belonged to Diana, The Sun reported. Her engagement ring also includes two diamonds from Diana's collection.
Diana left the majority of her jewels to both Prince Harry and Prince William with the request that they would pass the treasures on to their future wives.
"I would like to allocate all my jewelry to the share to be held by my sons, so that their wives may, in due course, have it or use it," Diana wrote in a letter, according to The Sun.