The 32-year-old British-born actress, who married her actor husband in Italy in 2010, gave birth to their daughter Hazel back in February 2014.
Blunt is currently in New York City on the set of her new movie "The Girl on the Train", adapted from Paula Hawkins' best-selling novel of the same name.
She was spotted wearing a rather large overcoat last week, triggering rumours that she might be expecting once again.