"Merry Christmas," Billi captioned a picture of herself with 25-year-old Andy pointing at her tummy. "#OurLittlePudding."
The following day Billi added another photo of the excited parents to be along with the comment: "Me, AC and Bump."
While the new arrival will be Andy and Billi's first child together, the Gateshead-born striker is already father to daughter Emilie Rose and son Lucas.
The West Ham sportsman and his yoga instructor love got engaged in October while on holiday in Rome.
"Last Night The Love Of My Life Asked Me To Marry Him," posted Billi on Instagram. "I'm So Happy! @andytcarroll You Are My Everything And I Can't Wait To Be Your Wife! #MrsCarroll."