The five-time Olympic champion, who had to undergo surgery for an ectopic pregnancy 14 months ago, announced the news on her Instagram page on Wednesday.
“A year ago today I was sat in A&E knowing I was really poorly but not knowing what was wrong with me," the 30-year-old wrote.
"When I got the news I was having an ectopic pregnancy my world felt like it crumbled. We had already lost our second baby in November and I remember lying there searching for some sort of answer.
"I still feel this heartbreak today and I don't think it will ever go away.”
“But today, a year on…” she added, before posting a photograph of four bikes alongside a heart and a rainbow.
Harlow-born Kenny returned to the velodrome in 2022, winning Commonwealth gold in the scratch race. She is now set to welcome a second child with Sir Jason, 34, after the pair had son Albie in 2017.
Dame Laura, who is Britain’s most successful female Olympian, has not announced her retirement from cycling but the news puts question marks around her future.
Her medal haul is surpassed by few - but her husband has brought seven golds back to their home in Cheshire, making him the British athlete with the most number of Olympic titles.
Dame Laura added: “Today I felt like I couldn't hide away anymore. I'm already starting to show and the anxiety I have felt has been unreal.
“Telling the world means I have to accept we are having another baby and this fills me with all kinds of emotions.
“I'm scared every single day that I might have to go through the pain of losing another baby. It makes you feel ungrateful for something you've so desperately wanted for the last year.
“But I also know there are going to be so many people, like I was, seeing my post and wishing I would go away with my happy ending.
“But I also know, when I was lying in the hospital bed, I was searching for people's happy endings because it was the only thing giving me any comfort at the time. That maybe, just maybe I would get my happy ending.”