The 41-year-old dancer confirmed the news Monday via Instagram with a sonogram picture featuring her unborn child flashing a thumbs up.
"'It's a thumbs up,'" the mom-to-be wrote alongside the photo.
While this will be Kym's first child, her husband Robert is already a dad to three children from a previous marriage.
The former DWTS partners fell for each other during show rehearsals in 2015, and continued to date after they were eliminated in week 8.
Kym and Robert, 55, celebrated their first anniversary in July, when Kym teased expanding their family.
"We're sort of just enjoying being married at the moment," she said at the time. "But who knows!"
It feels like we've known each other forever. It's been almost three years since we met. He's just amazing. We're best friends, and it's just easy," Kym added.
The parents-to-be wed in summer 2016 in front of family and friends in Los Angeles.
"I hope I can speak and that I'm not sobbing with happiness," Kym joked to PEOPLE three days before the star-studded ceremony. "I'm sure I'll be overcome with emotion."
"It's been the most incredible summer of my life," she said in September 2016.