The exact due date of the child hasn't been released.
The actress and Ozark star Pelphrey went public with their relationship in May this year, following the breakdown of her marriage to Karl Cook.
In an interview with Glamour magazine in April, she declared that she would "never get married again" but was open to romance.
Cuoco filed for divorce from Cook, 31, in Los Angeles Superior Court in September 2021.
That same day, the two confirmed they were splitting in a joint statement to Page Six.
"We have made this decision together through an immense amount of respect and consideration for one another and request that you do the same in understanding that we will not be sharing any additional details or commenting further."
The former couple wed in June 2018 in San Diego, California. The actress was also previously married to tennis player Ryan Sweeting from 2013 to 2016.