The 30-year-old yoga instructor posted a photo of her family, including the 56-year-old actor, their one-year-old daughter Carmen and their two dogs on her Instagram page on Jan. 1, New Year's Day.
The photo shows their child placing her tiny hands on her mother's belly, reported E! Online.
"The sun has set on 2014 and on my year of daily hilariaypd... 2015 is going to be very exciting as we are thrilled to announce we are expecting another little addition to our family! (tadasana) yogapostureoftheday," she wrote.
"2015 equals Mommy, Daddy, Carmen and a special guest star..." Baldwin tweeted. The couple got married in 2012.