Apparently, Kensington palace doesn't have tennis courts (doesn't sound all that palace-y to be honest), so the young lass has reportedly been playing tennis at London's exclusive Hurlingham club.
A source told The Sun: "She might not be three until May but they were convinced she'd love it and so far she has. She seems a bit of a natural."
It'll shock no parent to hear she's meant to be a natural; aren't they all?
The idea of a two-year-old trying to hit a tennis ball might be a little tough to grasp, but you can never start them too young.
Four-year-old George is also learning to play, but is far more interested in hitting the ball really hard than the intricacies of the sport.
LTA coach Sam Richardson revealed Kate asked him for advice.
"She says with George just being four he wants to whack a ball, so she was asking what sort of stuff should she be doing.
"They will struggle at that age to hit a ball. She said he's interested in it, but more in whacking the ball."
In 2016, the Duchess spoke of George's love for tennis with Greg Rusedski.
"She talked about George, her little boy, playing tennis," Greg revealed. "He's got a racket and he enjoys playing tennis, and obviously she plays with William, so they obviously enjoy the sport very much."