The 29-year-old singer shared photos on Instagram in which she is cradling her baby bump.
In her Instagram post, Pinnock wrote: “We’ve dreamed about this moment for so long and we can’t believe the dream is finally coming true... we can’t wait to meet you..”
The photos show Pinnock wearing an emerald green strapless bra top with flowing sleeves, as well as a full skirt. In one of the pictures a shirtless Gray stands behind her, touching her shoulders.
The photos garnered more than 700,000 likes within the first hour of Pinnock uploading them to her profile – so it’s fair to say that Little Mix fans, or “Mixers”, were overjoyed at the news.
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Numerous celebrities have also already congratulated the couple on their impending arrival.
Stranger Things star Millie Bobby-Brown said: “Aww congratulations.”
“aw wow congratulations,” Olly Alexander from Years and Years wrote.
Alexandra Burke replied: “Omggggbabe !!!! Yes yes AND YES!!!!!!!! so happy for you!”
Singer Mabel, presenter Rochelle Humes, TV and radio presenter Clara Amfo and Made in Chelsea’s Ollie Locke were also among those leaving congratulatory messages.
Fellow Little Mix band members, Jade Thirlwall and Perrie Edwards also shared their delight.
Thirlwall wrote, “love you so much” with a heart emoji and “look at this family”.
“I can’t stop staring at these pictures. You’re a vision. Ily both so much! CONGRATULATIONS my beautiful sister! ♥️” Edwards replied.
Some fans also questioned whether Pinnock was pregnant whilst filming the music video for their recent single, Confetti.
Pinnock announced her and Gray’s engagement in May last year, with Pinnock saying her “world is complete”.
She said: “Guys… wtf has just happened… He bloody did it, and I said yes.
“I’m marrying my soul mate, the man of my flipping dreams… I am lost for words, so I think I’m just going to go cry some more. @andregray_ I love you so much. My world is literally complete.”
Little Mix’s latest single, Confetti has already has gone straight to No.1 on The Official Big Top 40. This is their first single and No.1 since the group became a trio, when Jesy Nelson left the band last year.