Kate, 32, was due to attend the opening ceremony of the Paralympic-style games for wounded servicemen and women Wednesday and an athletics event at the games Thursday.
But both events have been ruled out, while her upcoming visit to Malta is being "kept under review and a decision taken closer to the time," a statement from Kensington Palace says.
Kate is suffering from the same acute morning sickness that she had during her first pregnancy and is being cared for at Kensington Palace by the royal household's specialist medical staff.
Prince William is still said to be attending the first evening of the inaugural Invictus Games alongside his brother, Prince Harry, Prince Charles and Camilla, Duchess of Cornwall.
Harry, 29, who is the driving force for the games, said Monday that his sister-in-law was feeling "pretty poorly".
"I hope the two of them have the opportunity to go through the process again with a little bit of peace and quiet," he added.
When he visited Oxford University's new China Centre without Kate on Monday (the day the news of her pregnancy was announced), William, 32, spoke about the difficulties she had faced. He said it had been a tricky few days, a week or so before vowing to head home to look after her.