The 33-year-old, who is already mum to Archie, six, Harry, five, and George, two, with her former partner Jamie O’Hara, is said to be due in June 2017.
She announced the new arrival by taking part in a Beyoncé-inspired shoot for OK! Magazine.
“So it’s official, I’m expecting a baby,” she wrote on Instagram. “I loved this Beyoncé-inspired shoot with @ok_mag #pregnant #baby #excited.”
This will be her first child with her fiancé Michael O’Neill.
Lloyd said her three boys “really want” a sister.
Before Lloyd confirmed the news, a source told The Sun: “They kept it a secret when they first found out but Danielle has had her three-month scan and they feel comfortable enough to start letting people know.
“The baby is due around June, which is very exciting.”
Lloyd and O’Neill got engaged in March 2016 after six months of dating. Congrats to the couple!