Hilaria revealed the exciting news via Instagram on Wednesday.
The actor is also father to Ireland Baldwin, whom he shares with his ex-wife, Kim Basinger.
Earlier this month, Baldwin revealed that she was most likely experiencing a miscarriage.
'I love my stepdaughter as much as I love my biological children.'
The 35-year-old is continuing to share her story in hopes of inspiring other women to do the same.
The 35-year-old yoga specialist shared the heartbreaking news on Instagram Tuesday.
Alec Baldwin's wife had been updating her followers on her likely miscarriage.
"Secrets are only scary when they are secrets."
The star also addresses negative feedback in her Instagram Stories.
The 35-year-old is getting candid about her latest pregnancy.
The wife of Alec Baldwin shared an emotional message via Instagram on Thursday.
ET spoke with Alec Baldwin and his Wife Hilaria Baldwin at the red carpet premiere of his new film, 'The Public,' in theaters April 5.
The actor also revealed what his kids think of his 'Saturday Night Live' impressions as Donald Trump.
The actor says his wife 'wants to have a girl.'