The model announced the news on Instagram after she shared a picture of her first Vogue Thailand cover.
"So proud and honored to have shot the cover of Vogue Thailand! Special to me for so many reasons," she wrote as a caption. "One being I am SO PROUD to be Thai, so excited to have shot a Vogue cover (a dream, of course) annnnd a couple minutes after this shot, John and I learned we were having our little baby girl!"
The couple, who wed in 2013, announced they were expecting their first child in October.
Teigen has been very open about her struggle to conceive. In fact, on her daytime talk show "FABLife," the model first revealed her struggle to get pregnant during an emotional discussion.
"I will say, honestly, John and I were having trouble," Teigen confessed. "We would have kids five, six years ago if it'd happened. But my gosh, it's been a process!"