Holly, 33, already has two children with her TV producer husband, Dan Baldwin - four-year-old Harry and two-year-old Belle. On Monday's (March 17) episode of the daily TV show, she explained that her oldest child is excited to meet his new brother or sister.
"When Belle came along, Harry was not even two yet, so he didn't really get it," she said. "This time he gets it and he came downstairs, and I was just waking up, and he went, 'I just wanted to come down and make sure you and the baby are OK.' It melts your heart! It's all lovely."
The Surprise, Surprise presenter also spoke of the difficulty of keeping mum about the pregnancy and her relief at finally being able to tell everyone the good news.
"That first bit when you can't say anything to anybody, it's horrible because you just want to go 'I'm pregnant!'," she told co-host Christine Bleakley, who rushed to congratulate her on the news. "Now it's nice that everybody knows and it's out there."
Holly had previously spoken of her desire for a third child, but the pregnancy came out of the blue. To continue the theme of surprise, Holly and Dan have decided not to find out the baby's sex before the birth.
"I'm not going to this time," she announced on the show. "I found out with Belle, but this time we're not going to find out."