Harry and Meghan have arrived at Sydney's Bondi Beach in the latest stop on their tour of Australia, New Zealand and the Pacific.
The parents-to-be met a community surfing group called OneWave, which raises awareness of mental health.
Members of the group were wearing bright colours for Fluoro Friday, a OneWave event where people share their experiences with mental health issues and interact with others while surfing and doing yoga.
The Duke and Duchess of Sussex sat in a circle on the beach with some group members and after 15 minutes talking about mental health issues, they joined a group hug.
Mental health has long been a passion of Harry's and he has spoken about how his own mental health suffered following the death of his mother when he was 12.
He has previously said he took up boxing to deal with his feelings of aggression before he finally sought counselling.
He told the group on the beach: "Each and every one of us will experience poor mental health, it doesn't discriminate."
He and Meghan, who were married in May, had arrived early in the morning to cheers and screams from hundreds of people, before they were given garlands - pink for Meghan and blue for Harry.
The duchess was wearing a maxi dress by Australian designer Martin Grant, while Harry opted for a blue shirt and beige chinos.
They had both arrived at the beach wearing shoes but Harry went barefoot first, before Meghan decided to follow, handing her espadrilles to her husband.
Charlotte Waverley, 35, met the couple and said she had discussed pregnancy with the duchess.
She said: "Meghan told me that pregnancy was like having jet lag.
"She said she was up at 4.30am this morning doing yoga in her room as she couldn't sleep."
Four lifeguards who star in the TV show Bondi Rescue presented the royals with a mini lifeguard uniform for their first child, who is due in spring.
One of the lifeguards, Anthony Carroll - known as Harries, said: "It was amazing - they're such beautiful, down-to-earth people."
Local media reported a heavy police presence, with well-wishers searched before being allowed past the barrier on the beach.
The visit to Bondi comes after the couple visited a beach in Melbourne and drought-stricken farmers in Dubbo, New South Wales, as part of their 16-day tour of Australia, New Zealand, Fiji and Tonga.
During the afternoon, Harry climbed the Sydney Harbour Bridge alongside Invictus Games competitors, raising the flag for the competition.
Later, Harry and Meghan will meet Bill Shorten, leader of the opposition, and prime minister Scott Morrison.