Hathaway, 29, and Shulman, 31, went for dinner with their family and some close friends on July 12 and the couple had arranged the occasion to announce the happy news, reported Radar Online.
"Not only did both Anne and Adam have their parents at dinner with them, which is unusual, but the amount of enthusiasm and excitement made it clear that they were celebrating some major news, and while everyone else sipped on wine at dinner, Anne didn't drink any alcohol, which is an indication that she could be pregnant," a source said.
Hathaway and her actor boyfriend have been together since 2008 and have been engaged since last November. The couple are yet to set a date for their wedding.