The Black Swan actress - whose first child is due this summer - and fiancé Benjamin Millepied are said to be "so excited" to be welcoming a baby son into the world.
A source close to the couple told Life & Style magazine: "They've only told a very small group of family members and friends that they're expecting a son. They are so excited. Benjamin cannot wait to be a father.
"Natalie had a big smile on her face. She looked amazing."
The 29-year-old star recently admitted the first three months of her pregnancy have been "really calm" and without problems.
She explained: "I feel great. I'm through my first trimester. It's been really calm and good."
Natalie also paid tribute to her parents Avner and Shelley Hershlag, saying she hoped to look after her child in the same way that she was brought up.
She added: "If I am a shadow as good a parent, an echo, then I will be the best in the world, so thank you."
- BANG! Showbiz