The new arrival - a baby cousin for Princess Victoria's daughter Princess Estelle - is expected at the start of March next year.
Just as her sister did during her pregnancy, Madeleine plans to continue as far as possible with her scheduled royal duties – including appointments for the World Childhood Foundation, which her mother Queen Silvia founded.
According to the Palace: "No changes to the schedule of Madeleine's engagements and work for Childhood are planned during the fall of 2013."
In July, fresh from their romantic Seychelles honeymoon, the 31-year-old royal sidestepped questions about their plans to start a family, saying: "Right now we are enjoying our life as newlyweds."
But there made have been a clue as to the forthcoming announcement in the pair's comments that they were "still in paradise".
After eight months of being engaged Madeleine and Chris tied the knot, surrounded by VIP guests from around the world.
The nation rejoiced as the pretty royal married her American love in a magnificent ceremony at the Royal Chapel at the Royal Palace of Stockholm on 8 June.
The bride chose an ivory, pleated silk organza gown by Valentino and topped her brunette locks with a dazzling tiara, which was softened with sprigs of orange blossom.
Leave your congratulations for the royal couple in the comments box below.