"The Lampard family is growing!"
She is a proud stepmother to Luna, 12, and Isla, 10 - Frank's daughter from his previous relationship with Elen Rivas.
The pair married in 2015 after six years together and on 16 May confirmed the "exciting" news.
And 39-year-old Christine has also revealed how she's feeling ahead of the birth of her first child with former footballer Frank.More news: White House may address violence around opening of US Embassy in Jerusalem
Christine reposted an image shared by Frank and said: "The Lampard family are expanding".
In a post shared with his 2.9 million followers, he wrote: "We have some exciting news we wanted to share with you. My gorgeous wife Christine is pregnant and we all couldn't be happier!"
The TV presenter has previously spoken about the prospect of having children, saying that it's something she was constantly quizzed about, but that if it "happens, it happens".
"If it happens, of course it will be wonderful", she told the Mirror.More news: Hawaii born Broadway actress injured in tragic crash loses unborn baby
They later tied the knot in December 2015 in a romantic ceremony in Knightsbridge, London, with the star-studded guest list including Frank's causing Jamie Redknapp, Holly Willoughby, Chelsea ace John Terry and Phillip Schofield and his wife Stephanie Lowe.
The doting stepmum added: "That is honestly where our heads are at, and we just enjoy life as best we can in between". "She looks a bit of a sort", which I think is East End for "She's attractive".
Loose Women presenter Christine Lampard in pictures.
And speaking to the Mail on Sunday's You magazine last July, Christine said: "I'm not one of those women who was thinking about babies at the age of 18, and when I first met Frank it wasn't on the agenda".More news: Caltex's Tim Cahill Stunt At The Centre Of World Cup Conspiracy Theory