The Loose Woman presenter took to Instagram to reveal the good news.
The Loose Women panelist then reposted the picture to her own account, commenting: "The Lampard family are expanding! The list of emotions is endless", the 39-year-old wrote".
The former-footballer wrote on his Instagram: "We have some exciting news we wanted to share with you". The Lampard family is growing! Sharing the same sweet picture, dad-to-be Frank added, "My gorgeous wife @christinelampard is pregnant and we all couldn't be happier!"
The TV presenter is stepmother to Frank's daughters Luna, 12, and Isla, 10.
"If not we have the two girls - and one is about to embark on her teenage years, so that is a whole other chapter about to happen".
Christine previously revealed her desire to have children with her husband, saying it would be "wonderful".
"Firstly it's, 'Oh you're 37?! I've done a trial run and he's passed the test".
"Purely because I have so many friends who have been through bad struggles to have little babies and you just don't know what's going on behind closed doors and what's going on in other people's lives". I'm not pushing myself, I'm not getting stressed or unhappy'.