The pregnancy news comes just six months after the actress revealed she was engaged to the French journalist, 31, at the Venice Film Festival in September.
The couple opened up about their romance back in November 2012.
It is the first child for the 29-year-old actress, but it will be the second time she has tied the knot. She is believed to be about five months into the pregnancy.
Scarlett was married to fellow actor Ryan Reynolds for three years before the pair divorced in July 2011.
According to People magazine, when she announced her recent engagement she said: "I'm very happy. He's my buddy.
"Being engaged is an exciting time to enjoy and to really savour."
But she recently told Good Morning America that she hadn't been doing any wedding planning - and now we know why.
Congrats on the baby news! We can't wait to see how she dresses up her bump but, in the meantime, flick through her style gallery below: