The celebrity couple broke the news on Instagram, telling their followers that their family is “expanding”.
Christine shared a picture of herself with Frank and his two daughters Luna and Isla and their pet dog.
She captioned the shot: “The Lampard family are expanding!! I feel SO excited, nervous and grateful! The list of emotions is endless. #Repost @franklampard.”
Frank also shared the news as he paid tribute to his “gorgeous wife”.
He wrote: “We have some exciting news we wanted to share with you. The Lampard family is growing! My gorgeous wife @christinelampard is pregnant and we all couldn’t be happier!!!”
Fans were quick to congratulate the couple on the happy news with one writing: “Aw that's fabulous news I'm soooo happy for u all x.”
Another wrote: “Congratulations you guys!! Christine you will be the yummiest mummy!!!”
Frank and Christine met at the Pride of Britain Awards in 2009 before tying the knot at a glamorous wedding in west London in 2015.
Christine, who fronts ITV panel show Loose Women, previously opened up about becoming a mother, telling the Mirror: “If it happens, of course it will be wonderful. If not we have the two girls – and one is about to embark on her teenage years, so that is a whole other chapter about to happen," she told the Mirror in February.
"That is honestly where our heads are at, and we just enjoy life as best we can in between.”