The rock singer took to Twitter to announce the news, reported Ace Showbiz.
"Ok I can't keep it a secret anymore - I've been working on a very special new project for 2014 - a baby. Josh and I are expecting! I'm so happy," Lee posted.
Lee and her therapist husband got married in 2007.
The singer earlier this month recorded a score with composer Dave Eggar for a movie called 'War Story'.
"It's going to surprise my fans. It's not what you'd expect; the film is very dark, very introspective. There's not even a lot of dialogue, which is great, because to me it makes this beautiful, sad platform for music," she said of the new music.