The Dresden Dolls star took to Instagram.com on Wednesday (18Mar15) to share the happy news with her followers, posting a black and white profile photo of herself in the nude, covering her breasts with one hand and cradling her growing baby bump with the other.
She added the caption, "guess what? i'm pregnant. due september. super special thanks to neil himself."
Gaiman, 54, also posted the photo, adding that his wife is three months along.
Gaiman and Palmer wed in 2011. This will be the Palmer's first child, but the fourth for Gaiman. He has three children from his previous marriage.