Kelly, 31, and husband Brandon Blackstock tied the knot on 20 October, ditching their lavish wedding plans in favour of an intimate ceremony in Tennessee.
The country singer has made no secret of her desire to start a family.
"More than anything, next I want a baby. Lots of them!" she told US Weekly, shortly before her wedding. "My record label is freaking out because all I can talk about now are babies. We're really excited and want to get our family started."
Less than two weeks ago, she hinted at the possibility she was pregnant during an appearance on The Tonight Show with Jay Leno.
"We're not announcing anything right now. We're not, no," she said with a coy smile. "Practice makes perfect! We're trying, trying, trying… like rabbits!"
Although it's Kelly's first pregnancy, she is no stranger to parenthood. The star is a step-mum to Brandon's children from his previous marriage, Seth, six, and Savannah, 12.
"My kids love her," Brandon's ex-wife Melissa told People in October. "I couldn't ask for a better stepmother for my children."