Dancing On Ice 2009 winner Ray, 23, from Liverpool, met Emma, 26, when they appeared in Grease in London in 2008 and he proposed on stage last Christmas Day.
The 2006 X Factor runner-up said: "I'm so lucky to have Emma. The dress, I had to catch my breath. I've never seen a more beautiful bride."
Emma told Hello magazine: "We were thrilled when we found out (she was expecting).
"We're deeply in love and having a baby together feels so right."
She said their wedding brought 'tears of happiness', adding: "In his speech Ray vowed, 'I'm going to look after you forever and can't wait to spend the rest of my life with you'. That really choked me up."
Emma, who was barefoot and dressed in a flowing ivory wedding dress for the marriage, met Ray when they starred in Gease together four years ago.
She said: "When Ray slipped the platinum and diamond ring on my finger, there were tears of happiness in my eyes. I saw other holidaymakers watching us - they gave us a round of applause."
Aww! Congrats Ray and Emma!