Novak also shared his news on his Facebook fan page.
"My dear friends," he wrote. "You've been with me through many tough and good times in my career.
"I've been blessed to travel the world, play the most beautiful sport that brings me a lot of excitement and joy; I am happy, loved and healthy. Jelena and I are truly blessed to soon become parents! My love is pregnant!"
Novak Djokovic and Jelena Ristic in front of The Acropolis
The post quickly garnered 100,000 likes and a host of congratulatory comments.
Novak and Jenna announced their engagement in September.
The Serbian sportsman revealed the happy news by tweeting, "Meet my fiancée and future wife :) So happy! Thank you for wonderful wishes".
Alongside the message, Novak shared a photo taken with his beautiful bride-to-be, who is seen affectionately kissing him on the cheek.