The 48-year-old announced her happy news in an interview with The New York Times
She said: "I'll be showing soon. Daniel and I are so happy. We're going to have a little human.
"We can't wait to meet him or her. It's all such a mystery!"
Rachel, who has starred in films including The Mummy and The Constant Gardener, is already mum to a son called Henry, 11, from her relationship with director Darren Aronofsky.
James Bond star Daniel has a 25-year-old daughter, Ella, from his marriage to Fiona Loudon.
The couple started dating in December 2010 and tied the knot in New York the following year.
Speaking about their marriage she said: "It's very personal, it's very private. I don't think mine's particularly exceptional apart from that we're both in the public eye.
"But I never thought I would get married. It was not an ambition of mine. It was the opposite."
Rachel and Daniel appeared on the red carpet together earlier this month as they attended the Night Of Opportunity Gala in New York on April 9.
The actress wore a loose fitting red dress, which kept her bump covered as they walked the red carpet hand in hand.