A spokesperson for the couple confirmed the news on Friday 5 January.
The couple are already parents to three-year-old Mia Grace.
The news comes after Zara suffered a miscarriage in December 2016.
A spokeswoman for the couple said at the time: “Very sadly, Zara and Mike Tindall have lost their baby. At this difficult time, we ask that everyone respects their privacy.”
Zara, daughter of Princess Anne and a British equestrian, married Mike, a former England rugby player, in July 2011.
Zara was named Prince George’s godmother in 2013 shortly after he was born.