It will be the second child for Middleton, 37, and husband James Matthews, 45, who are already parents to two-year-old son Arthur.
A source reportedly close to the family told Page Six that “Pippa and James are thrilled”.
“It’s fantastic news amid a difficult year. The entire family is delighted,” the source said.
Middleton, who is the younger sister of the Duchess of Cambridge, married Matthews in 2017.
The pair welcomed son Arthur in October 2018. Arthur was born in the Lindo Wing of St. Mary’s Hospital in London, where Catherine and Prince William welcomed their three children George, Charlotte and Louis.