According to CNN:
Sandra Cook, 67, said, "The lady next to me gave her a teddy bear and I distinctly heard [Kate] say: 'Thank you, I will take that for my d...' Then she stopped herself.
"I said to her: 'You were going to say daughter weren't you?' She said: 'No, we don't know'. I said: 'Oh I think you do', to which she said: 'We're not telling'."
Despite Kate's recant, proclamations of "It's a girl!" were plastered on the front pages of British tabloids Wednesday morning.
Regardless of gender, the royal baby is set to inherit the British throne after father Prince William.
Kate, who is due in July, had remained silent so far about her baby's gender, and the Royal Palace has not released an official statement.
The visit is one of several public appearances Kate has made after being hospitalized with acute morning sickness, or hyperemesis gravidarum.
Image via Shutterstock, 'Catherine, Duchess of Cambridge attending the Epsom Derby'