The fashion designer, 31, shared her exciting baby news via Twitter on Friday morning, following weeks of speculation that a new arrival could be on the way.
She said: "So Happy!!! ..... Never denied the news, but I was always protecting it!! Had scan & all checks are fine.....Baby number 4 is on its way."
So Happy!!! ..... Never denied the news, but I was always protecting it!! Had scan & all checks are fine.....Baby number 4 is on its way. ?— Coleen Rooney (@ColeenRoo) August 18, 2017
Fans rushed to send well-wishes to the couple, who are already parents to sons Kai, seven, Klay, four, and one-year-old Kit.
One said: "Congratulations!! And good for you for only confirming when it was the right time for you, no one else's business."
Another wrote: "Congratulations to you, Wayne, and all your family. Delighted for you and best wishes for a safe pregnancy. Thinking of you."
A third added: "Congratulations to you both. You should not have to justify yourself. Enjoy your pregnancy xxx."
Many others joked that England and Everton player Wayne was on the way to starting his own football team.
Other fans told Coleen they hoped she'd have a baby girl, with one saying: "Congrats! Fingers crossed for a girl this time!!"
Another added: "Congratulations and am hoping it's a girl this time!"
A third remarked: "Congratulations to you, Wayne and the boys hopefully you'll have a little girl now but whatever as long as they'll be happy."
Ahead of announcing her pregnancy, Coleen had recently told Metro she would be very happy with a girl, but equally happy if she had another boy in the future.
"I don’t think you can try for a girl," she said.
"You can try for a baby and whether you have a girl or a boy is a different matter. I don’t know our plans of what we want to do, but I wouldn’t be desperate for a girl.
"Whether I did have another one, I wouldn’t mind whatsoever."
But in a separate interview just a few days ago, Coleen did admit a baby girl would be a "nice" addition to the family.
She told OK! magazine: "I can imagine having a girl. I've got a massive family so I'm around girls as well as having boys myself.
"I'm not desperate, but a girl would be nice as part of the family."
Coleen has yet to reveal whether she's expecting a boy or girl - or even whether she'll find out the baby's gender before the birth.
She and Wayne chose not to find out their third child's sex before his birth.
"When it came to the crunch at the scan, I had thought I’d want to know – but it turns out I didn’t!” she told Daily Star at the time.
"It just gives us that little bit more anticipation towards the end and when I’m in labour and wondering what it’s going to be.
"It’s quite nice for everyone around us as well; they’ll be at the end of the phone waiting for us to say whether it’s a boy or a girl and what name we have chosen."
The couple's happy news comes after Coleen was swept up in pregnancy rumours after being pictured on the beach in a bikini in July.
Fans predicted a baby was on the way and began inundating the star with premature messages of congratulations.
One fan tweeted about the pictures: “Am I the only person that thinks @ColeenRoo looks preggers? Baby no.4 on the way I wonder…”
Another wrote: “Congratulations on baby number 4!”
However, Coleen cleverly didn't address the pregnancy aspect of their tweets, instead taking to social media to confirm she had gained weight - and defend accusations she'd taken her kids away during term time.
She tweeted in response: "So basically....yes on holiday again…yes I've put weight on...& my kids break up earlier than most schools…not missed a day while here."
Coleen also avoided outright denying a pregnancy while chatting to Mail Online last week about criticisms she faces when it comes to her figure.
Addressing comments about weight gain, she said: "It would hurt me if it came from someone that’s important to me like friends or family but the people who are criticising me are probably a lot heavier than I am so it doesn’t bother me anymore.
"There’s probably someone who is 20 stone who is judging me online so I just ignore it.
Coleen went on to say that she "doesn't understand why someone would make negative comments" about someone else's body.
"It used to annoy me when I was younger but I learned to just ignore it," she said.
"It’s not worth it."