Perrie announced the news on Instagram on Monday afternoon, posting a black-and-white photograph of her pregnancy bump.
She wrote: “So happy to be on this wild journey with my soulmate.
“Me + Him = You... We can’t wait to meet you baby.”
Perrie’s bandmate Leigh-Anne Pinnock announced last week that she was also expecting her first child, again in a pregnancy photo-shoot posted on her personal Instagram page.
Leigh-Anne wrote under Perrie’s post: “Arghhhhhhhh so so so happy for you both! And so bloody happy we get to go on this journey together! Love you so much.”
Fellow Little Mix star Jade Thirlwall was also quick to share a message of congratulations, writing in Perrie’s comments: “Beaming for you both... I’m the luckiest auntie in the world! Love youuuuu.”
Perrie and Alex, who currently plays for Liverpool, confirmed they were an item in February 2017, and moved in together in 2019.
Alex also posted the new photos on his Instagram, joking: “Anyone got any advice on how to change nappies?”
He added: “So grateful and excited to become a dad... bring on the sleepless nights.”
Little Mix are expected to attend the Brit Awards later this week, where they are in the running for Best British Group.
If they do end up taking the award home, they’ll become the first girl band in history to achieve this accolade.
Last month, the band released their first single since the departure of former bandmate Jesy Nelson, a reworked version of their song Confetti, featuring a guest rap from Saweetie.
They also unveiled the song’s music video, which sees them portraying male versions of themselves, and features cameos from Drag Race UK favourites Bimini Bon Boulash, Tayce and A’Whora.
Confetti is the latest song to be taken from their sixth album – also called Confetti – having topped the UK singles chart with their most recent single, Sweet Melody.