"Josh & Me & BABY makes three," the 37-year-old tweeted on Monday, with the hashtag #Mylovelybabybump, a reference to lyrics in the band’s 2005 hit single My Humps.
She also posted sweet childhood pictures of her and her husband in honour of the news.
Fergie, real name Stacy Ferguson, and Transformers actor Josh, 40, married in 2009 in Malibu after four years of dating. They have made no secret of their desire to have children together - when the time was right.
"(People ask if I am pregnant) every time I fluctuate a few pounds," she said in a US interview in September.
"Sometimes I go a couple of pounds down and I wear clothes that are more fitted, but people kind of look at me because they are expecting it's that time.
"We do hope for children and that will be coming up, but it's not yet."
Happily, that time has now arrived.