The New York Post’s Page Six was first to break the exciting baby news.
The 29-year-old star is also celebrating a Screen Actors Guild best supporting actress nomination and a Golden Globe nomination.
Keira, who has been praised for her role in The Imitation Game, was glowing at the at the Moët British Independent Spirit Awards on Sunday night.
She is reportedly more than three months pregnant.
The actress has previously spoken about wanting to have children, but she revealed that she would love to continue working if she did become a mum.
“Would I want to be a stay-at-home mother? No,” she told Vogue magazine last year. “On the other hand, you should be allowed to do that, as should men, without being sneered at.”
Keira and James married in 2013.
