The 24-year-old announced the news with an adorable snap posted on Instagram which showed the couple’s bikes next to a child’s bicycle.
Britain’s most successful female Olympian then tweeted the picture alongside a simple heart emoji.
Jason replied with a cheeky shot of a pamphlet featured in an episode of The Simpson’s entitled “So you’ve ruined your life”.
The pair, who married in September last year, were inundated with congratulations from fans and peers after their announcement following a 12-week scan.
Mrs Kenny’s teammate Dani King wrote on Twitter: “Best news ever.”
The couple's agent Luke Lloyd-Davies told the Standard: "I can confirm that Laura Kenny is indeed pregnant and that she, Jason and their respective families are absolutely thrilled and delighted with the news.
"They very much appreciate all the kind wishes and messages of support that they have received already."