The couple is already parents to their two sons, 2-year-old Shai and 8-month-old Asher. They first starred in season 3 of 90 Day Fiancé -- when Loren met Alexei during a Birthright Israel program trip, when he was the medic for the getaway -- and later got their own spinoff, Loren & Alexei: After the 90 Days.
In a statement to ET, Loren says the pregnancy was a surprise and that they're waiting to find out the baby's gender.
"This was quite a shock to say the least," she says. "And while we're entering a whole new chapter, I'm very excited. We aren't going to find out the gender until the baby is born, I'd be lying if I said I wasn't terrified, I am. But nothing we can't handle. We can't wait to meet BabyB this fall!"
Meanwhile, Alexei tells ET, "Omg I am so excited and scared at the same time. Three kids under the age of 3 is no joke."
He also jokes, "My dream of a soccer team is slowly becoming a reality."
In a previous episode of Loren & Alexei: After the 90 Days, the two were in disagreement over the number of kids they wanted to have, with Alexei wanting "four total."
Loren replied, "The only way I would consider four kids is if by some miracle, the next time we try, it's twins."
"It's definitely an experience I'll never forget and I have a whole new respect for people who go through it," Loren said, noting that the experience taught her about having appreciation and patience, and to not have any expectations about anything. "Just during the experience of it, there were expectations that were up and down and all around and disappointment."
Alexei said it made him appreciate how fortunate he and Loren are.
"I feel like seeing the NICU for quite awhile made me think that it could always be worse and just appreciate what you have, and, you know, don't complain and take one step a day," he reflected.