The new $3.75 million 'yoga studio' with a floating floor will be ready in time for the couple's new baby's arrival.
Meghan is a big fan of yoga while her mom Doria Ragland teaches it to the elderly in Los Angeles.
Planning chiefs have given them permission to build the special yoga studio in the original Victorian home.
The couple wants to enjoy regular yoga sessions together both before and after their baby's arrival.
Meghan, 37, and Harry, 34, has been leading a healthier lifestyle ahead of their baby's arrival and they regularly do yoga together already.
A source told The Sunday Express newspaper: "It has brought calmness to his life. Meghan has kept up her own routine during her pregnancy and many experts say gentle stretching is highly beneficial for babies too.
"The new Prince or Princess will be the first royal baby to be skilled in yoga."
However, the changes and cost of the studio have drawn criticism from some people who claim the couple got special treatment after they received planning permission for the yoga studio.
But Harry and Meghan are excited about the changes and getting Frogmore ready for the arrival of their first child together.
The source added: "Harry and Meghan can't wait for the changes. This is the home they've planned and designed themselves."
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