The 39-year-old became a household name when she joined the hit TV Show, Game of Thrones as priestess Melisandre, aka The Red Woman.
Incidentally it was her childbirth scene in season two that made her one of the show’s most memorable characters.
Adding a dash of humour to her impending birth, Carice shared this funny message on Instagram and Twitter, "Yes. It's true. Let the shadow baby jokes begin."
Guy celebrated the happy news by tweeting, “Nothing like the prospect of a shadowbaby to change your mind about becoming a Father !!”
Adding: “Thank you everybody for all your lovely messages xxx”
Guy, who was married to Kate Mestitz from 1997-2015, has clearly changed his tune about expanding his family.
In an interview with The Independent back in 2011, he revealed he was't certain about having kids.
"I believe you need to have a level of emotional consistency when you raise a child and I don't know that I have that. It would be unfair to inflict that on a child."
Echoing that sentiment, in 2012 he told The Daily Telegraph, "I'm not consistent enough to be a parent - I blow too hot and cold. I completely acknowledge that having kids has got to be one of the most incredible things in the world, but it's also really hard work."
Despite his past views, he is very excited about the upcoming arrival, which comes over a year after the 48-year-old split up with his wife of 18 years, Kate.
Guy confirmed the breakup last October, tweeting, “Sorry to be boring but we couldn't be closer. We'll love each other forever xx."
Meanwhile, the parents-to-be never officially confirmed their relationship but sparked rumours of a romance earlier this year, after they were spotted out and about in Los Angeles looking very cosy.
Carice and Guy became close friends last year after they filmed their movie, Brimstone, which also stars Game of Thrones Emilia Jones and Kit Harington, along with Dakota Fanning. On his personal blog, Guy described the Dutch starlet as "very talented and beautiful."
The former Neighbours star, who found international notoriety from his role in the cult classic Memento, currently plays the titular character in the Australian TV series Jack Irish.
Later this year he’ll appear on the silver screen in his new film, Genius, where he’ll portray F. Scott Fitzgerald.
The Dutch actress will reprise her role in the long-awaited return of the sixth season of Game of Thrones, late next month.