The ventriloquist's wife Audrey is pregnant and the couple has confirmed the babies are expected to arrive at the end of October (15).

Dunham tells, "We'll never forgot (sic) the doctor - he got this look on his face (sic), cocked his head sideways and with an impish grin on his face goes, 'Two (babies).' We were like, 'What?' Completely unexpected... Their names are chosen, but we're keeping them under wraps for now."

The couple married in 2012. Dunham has two biological daughters and one adopted from a previous marriage.