The 37-year-old singer announced that the couple have a baby on the way on her Twitter page this evening.
She tweeted: "Josh & Me & BABY makes three! #mylovelybabybump"
Fergie accompanied the announcement with a Photoshopped snap of both her and her husband as babies (and a kitten).
Actor Josh Duhamel, 40, posted exactly the same thing on his page simultaneously.
The couple, who married in January 2009, have spoken before about their desire to start a family.
In May 2011 Fergie said "Not right this second," when asked whether she'd be having children anytime soon.
Meanwhile Josh added at the time "We'll go there at some point."
And it sounds like the pair have been pretty loved-up recently since they learned about the pregnancy.
Josh told Ellen DeGeneres: "Valentine's Day was great. I bought her a nice gift. I bought her some earrings, took her to dinner and then made sweet, sweet love.
“It's Valentine's Day. You got to bring out your best stuff."
The actor is set to hit UK shores this week as he promotes his latest movie 'Safe Haven' with Julienne Hough.