The "Since U Been Gone" singer announced the news during a performance at the Staples Center in Los Angeles on Wednesday night.
Kelly broke down in tears while singing "Piece by Piece," a song about her relationship with her own father, and she opened up to the audience about how she felt lucky to have a loving supportive husband.
"Not everybody is born with a great dad or a great role model," Kelly said, before praising her husband, Brandon Blackstock. "I married such a great lover."
"I was not planning on announcing this. I'm totally pregnant again," Kelly then admitted, while laughing. The revelation elicited a loud cheer from the audience and prompted the singer to take a bow.
After Kelly shared the news she told the crowd, "That was not planned. I just didn't want you to think I was crazy. Honestly I'm just hormonal today. Nothing's wrong. I'm okay. I haven't vomited yet!”
The 33-year-old singer also revealed that she and her husband had not yet told some of their family about the good news.
"I'm kind of afraid to talk to my husband after this," Kelly added, jokingly.
Before she revealed the news, Kelly, who wore a long, sparkly dress and was dancing around barefoot on stage, told the audience, "I'm just gonna stand in front of this fan because - well, I'm hot."
In April, Kelly appeared on Zach Sang and the Gang radio show and admitted that her first pregnancy was very difficult, and that she only wanted to go through it one more time.
"My body shut down when I [was] pregnant, it was the worst," she said at the time. "I just want one more so I just got to pain through it one more time."
Kelly added that she hoped her second child would be a boy
, saying, "I'm purely hoping it is a boy so I can have the most magically wonderful pregnancy."
Just the day before, Kelly appeared on Jimmy Kimmel Live!
where she sang weird Tinder profile descriptions, and the singer gave no hint that she was expecting.
Additional reporting by Shana Naomi Krochmal.