The lighthearted exchange is revealed exclusively to HELLO! magazine, and for more on the story see the new issue, out now.
It's possible Harry Styles had the edge in the charm stakes because he was quick to congratulate the brunette beauty on her pregnancy. "I said congratulations on the bump," he told reporters. "She didn't look bumpy."
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In fact, Kate is just beginning to show. She was looking radiant and back to her best at the evening gala in a floor-length Diane von Furstenberg 'Zarita' gown, with her hair swept back into a low chignon and diamond and topaz earrings by Kiki McDonough.
The young mother, who was accompanied by Prince William and, for the first time ever, at a public event her parents, won praise from Ed Sheeran. He said: "William and Kate were really, really friendly. I'd find it hard to walk around a circle and pretend I really like everyone but they do it really, really well."
The royal pregnancy will, no doubt, be a hot topic when she travels to America with her husband for a three-day tour at the start of December.
Kate will visit a child development centre in New York, while William attends a conference in Washington DC on the illegal trafficking of protected wildlife.
Sadly for the Americans Prince George is staying at home but there is one treat potentially in store for royal watchers stateside. The couple will also take in an NBA basketball game in the Big Apple where they can expect to be caught on the kiss-cam, which the Duke may be particularly dreading as he revealed he wasn't that keen on them at the London 2012 Olympics.
Kiss-cams are TV cameras which pick out fans at big sporting events and urge them to kiss, and they have become increasingly popular in America.
To read more about what happened when Kate met Britain's biggest boy bands, pick up the latest issue of HELLO! magazine out now.