The 39-year-old announced the happy news came as “a bit of a shock” to both her and 42-year-old former footballer Kevin Kilbane, who started dating in December when they were partnered up together on the programme.
Speaking to OK! Magazine, Kilbane said: “Everything may seem fast in other people’s eyes and we can’t believe it ourselves but we do everything together so this was naturally the next step.”
The couple have chosen not to find out the sex of the baby, which is due in February next year.
Both have children from previous relationships – Delcourt shares three-year-old daughter Gracie with an unnamed partner, while Kilbane shares 16-year-old Elsie and Isla, 14, with his ex-wife Laura.
Their rapid-paced romance saw the Kilbane and Delcourt the knot earlier this month in Canada after their lavish Ireland-based ceremony was cancelled due to ongoing coronavirus pandemic. Kilbane had previously proposed to the star in a London steak restaurant just two months after they had been eliminated from the competition.
Speaking about their special day, which took place at Bonnie View Inn in Ontario, Delcourt revealed: “When I look back now I realise it worked out perfectly. It was intimate and just about Kevin and I.
“It was amazing. Of course we had Gracie with us, but to also have our baby in my stomach took it to a complete other level. The baby kicked as we said ‘I do.’”
But the pair are still planning to have the do in Ireland sometime next year with all their friends and family.
Kilbane has often compared his relationship with Delcourt as love at first sight.
He said on Lorraine earlier this year: “When we first met four months ago, everything happened very quickly, it absolutely did. I certainly knew straight away that was it, yeah.
“I had huge reservations when I signed up for the show but then Brianne and I got together and it was great, I could have quit before the show started and I would have been happy. Everything's been great, everything's gone really well.”