The former prison officer - nicknamed Screwbo on the show - says she found out after doing a pregnancy test during a trip to the supermarket with her husband.
She told The Sun: “I went and did it in the toilet while he was getting all the food.
“I came out and went, ‘Yep — I’m pregnant’. It wasn’t planned.”
It will be the 36-year-old's third child with hubby Craig, although she admits the news initially left her shocked and upset.
"But they were really good about it. I was going to go on tour solo at the end of October — but I have managed to move it until January.”
But Sam - who is ten weeks pregnant — says she and Craig couldn't be happier that she is expecting again.
“He thinks it’s a New Year’s Eve baby and he could be right. I’ve always wanted three kids.”
Sam has since taken to Twitter to confirm the news, posting a snap of her first scan, which she captioned: 'Meet Peanut!!'
Hey everyone...... Meet peanut!!! :-) pic.twitter.com/QuUzO6yNaj
— Sam Bailey Official (@SamBaileyREAL) March 6, 2014
Congrats to them both!