The announcement was made by Karl Stefanovic on The Today Show this morning.
He said the couple had not yet decided on a name for their first daughter.
Leila, 41, gave birth to a son, Edmund “Ted” McKinnon Gyngell in October 2012 after a long journey with IVF.
In an interview with The Australian Women’s Weekly last year Leila spoke about the nine years of hope that led to her becoming a mother.
“There were a couple of times when we thought that we had come to the end of the road and we might look at other options,” she told The Weekly.