The pregnant Duchess of Sussex reportedly touched down in New York City on Monday with the party scheduled for Tuesday.
The shower is said to be taking place at an Upper East Side hotel.
It’s unclear who else is on the guest list or whether Markle will also have a baby shower across the pond.
Markle and husband Prince Harry announced in October that they’re expecting their first child.
The baby is due in the spring, likely in April.
Markle and Harry will reportedly have a working “babymoon” in Morocco starting Saturday.