It means that Kate, 35, is roughly four months' pregnant.
The Duke and Duchess of Cambridge have announced that their third baby is expected to arrive in April 2018.
People magazine's royal correspondent, Simon Perry, also caught the dancing on video, so you can replay it all day long.
Others pointed out this will be an anniversary baby, given Kate and Wills mark their sixth wedding anniversary on April 29.
We weren't expecting to see her again so soon because Kate has been suffering from extreme morning sickness, like she did with her previous two pregnancies, but less than a week later she's stepped out again-to dance with Paddington Bear.
Sure, Kate Middleton is pregnant, but it's not like she hasn't gone through with this before.
Middleton made the surprise appearance on Monday at Platform 1 at Paddington station in London alongside the cast members of the upcoming "Paddington Bear" movie.
Paddington Bear, Prince Harry, Catherine, Duchess of Cambridge and Prince William, Duke of Cambridge attends the Charities Forum Event on board the Belmond Britigh Pullman train at Paddington Station on October 16, 2017 in London, England.
The couples' daughter Princess Charlotte, 2, was born on May 2, meaning she could be celebrating her next birthday just weeks or even days after her new sibling is welcomed into the world.
Will it be a boy or a girl?
The baby will become fifth in line to the throne, behind big sister Charlotte, bumping William's brother Prince Harry further down the line of succession.