The Queen is expected to be introduced to her new great-grandson soon.
Sources said the Duke and Duchess of Sussex will take their two-day-old baby to meet the monarch on Wednesday.
Baby Sussex is the Queen's eighth great-grandchild and the delighted great-grandmother spoke of his arrival during an Order of Merit event on Tuesday.
The world will catch its first glimpse of Harry and Meghan's newborn later when the baby is expected to attend his first photocall.
The Sussexes have been enjoying the experience of being new parents at their Frogmore Cottage home near the Queen's Windsor Castle residence.
The Queen was quizzed about the latest addition to the family on Tuesday by the former prime minister of Canada, Jean Chretien.
"Life is good for Your Majesty?" Chretien asked.
The smiling Queen replied: "Yes, thank you."
"Congratulations. Another great-grandchild!" he added.
The Queen replied happily: "Yes, I know."
She was then asked "How many of them have you got now?" before replying "Eight".
Chretien quipped: "You beat me by one."
Buckingham Palace said on Monday that the Queen and the duke were "delighted" to hear of the baby's birth.
