The 30-year-old actress - who starred in "Kidulthood" and the TV series "Dead Set" - posed for the snap with close friend Miquita Oliver, a television and radio presenter.
"Me and @james_suckling are very pleased that we are having a baby!! So Magic, I'm going to be a mama," she wrote on Instagram.
Winstone's father is known for his roles in "The Sweeney" and "The Departed", as well as "Indiana Jones" and "King Arthur".