"My lips are sealed," said Hillary Clinton "I am under very strict orders not to talk about," since it is a private matter.
The 30-year-old Chelsea plans to tie the knot with investment banker Marc Mezvinsky on July 31 in Rhinebeck, in upstate New York.
It is rumored that the two will tie the knot at the 50-acre Astor Courts on the Hudson River.
The building - designed by renowned architect Stanford White for John Jacob Astor IV, the early 20th century millionaire who died when the Titanic went down - had recently been on sale for $12 million, local real estate agents say. But it was taken off the market, undoubtedly to keep away curious folks with no intention of buying.
Jim Langan, the editor of the Hudson Valley News, said he had no doubt that it is happening in Rhinebeck.
"Anyone who says it isn't happening here is dead wrong," he said. "The Astor Court itself is magnificent. The living room is where you'd probably have your cocktails. It also houses the country's first two indoor swimming pools and indoor tennis court that are breathtaking."
The rehearsal dinner will allegedly take place at an old barn.
The will 400 people on the guest list will reportedly receive instructions no more than a week ahead. The list allegedly includes President Barack Obama, Oprah Winfrey, Steven Spielberg and Barbara Streisand.
As public as her parents are, it should come as no surprise that Chelsea's wedding has been shrouded in secrecy. When she was a shy young girl with frizzy hair growing up in the White House, her parents zealously guarded her privacy, asking the media to leave her in peace and even winning an apology for an unkind reference on "Saturday Night Live."
As she grew older, Chelsea guarded her own privacy, refusing to talk to reporters as she campaigned for her mother's 2008 presidential bid. The slim and fashionable Clinton, now 30, worked at a hedge fund and recently got a master's degree at Columbia University's Mailman School of Public Health.
She met her 32-year-old fiance as a teenager but only started dating him in the past few years. He is a son of former Pennsylvania Rep. Marjorie Margolies-Mezvinsky and former Iowa Rep. Ed Mezvinsky, who was released from federal prison last year after serving a nearly five-year sentence for wire and bank fraud.
The Associated Press contributed to this report.