The 40-year-old actress - who already has children Stellan, seven, with the English actor and Kai, 13, from a previous relationship with David Dugan - has confirmed her pregnancy just weeks after the pair appeared on the red carpet for the New York premiere of Paul's new movie 'The Tourist'.
Jennifer has previously highlighted the importance of being a mother, and said it made her change her life.
She said: "Becoming a mother has made all the difference in terms of learning to take responsibility for myself and my life.
"Parenthood changed the way I do everything. The biggest thing for me is wanting my kids to grow up safely and have happy lives. For me, that's enough."
She also revealed she is not shy of her children swearing and is not a strict mother.
She said: "Things like bedtimes and cursing don't bother me. I'm not offended if Kai is laughing and says something like, 'That was f**king hard.' Or if I drop something and say 'S**t'.
"But I make it clear that other people might find it offensive. And I won't stand for cursing at someone or rudeness. I am quite strict about manners."
Jennifer and Paul met on the set of 2001 movie 'A Beautiful Mind' and married on January 1 2003.
Stellan was born eight months later.