Goldberg, 44, revealed the news during WTF Podcast with Marc Maron, reported Us magazine.
"My girlfriend Roxanne is pregnant. We weren't going to tell anybody - I mean it's obvious. She's gigantic. But we weren't going to tell anyone unless you ran into her," he said on air.
The 'Friends' alum was initially wary about bringing up the pregnancy, explaining that the couple once experienced a stillborn birth.
"I haven't said this. I haven't talked about this at all. My girlfriend - we've been together for several years - we had a stillborn child about a year and a half ago. I've talked about it but not really in a public fashion.