The actress, whose most recent role was in smash hit comic book movie Guardians of the Galaxy alongside Chris Pratt, shared the news with E! reporter Marc Malkin at the opening of a Hollywood costume exhibit in Los Angeles.
Wearing a loose-fitting pink Dior gown over her impressive baby bump, Zoe appeared blooming as she posed on the red carpet alongside her husband, Italian artist Marco Perego.
Malkin asked the 36-year-old star, who announced her pregnancy in August while doing the Ice Bucket Challenge, if she would be dressing up for Halloween this year. She responded with a cheeky joke which hinted that there would soon be not one but two new additions to the family:
"I might need three costumes. I might have to make some adjustments, but it would be nice," she casually quipped, before quickly changing the subject and suggesting she might dress up as a bride instead.
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Rumours that the Avatar actress was expecting twins have been circulating since July, before she had even gone public with her pregnancy - but now that Zoe herself appears to have let the cat out of the bag, it seems they were dead-on.
The babies will be Zoe's first children. She married to Marco Perego in a secret London ceremony in June, after a whirlwind romance which began soon after her split from Bradley Cooper in January.
And if her past comments are anything to go by, she can't wait to become a mum. "I love the anxiety and the pressure of a loud room full of yapping kids," she told an interviewer in 2012. "I'm like a kid myself so I get along very well with animals and children. I dig them. I get them."