Lim went on to say that she's feeling "incredibly grateful, but also wondering how we'll cope with being outnumbered (yikes!)"
The My Food Bag founder is already mum to Bodhi, 6, and River, 4, with Bagrie.
The happy news comes at a bittersweet time for Lim, who spoke out about losing a pregnancy around the same time last year.
Last October she shared on Facebook that she had miscarried a baby at 13 weeks.
The 37-year-old became a household name in New Zealand after winning MasterChef in 2011 and going on to publish several recipe books.
Her new television show with Bagrie starts tomorrow, with the couple keen to show all aspects of farming.
The pair are still filming Nadia's Farm, which showcases a year in the life on their property, Royalburn Station, on the Crown Range between Arrowtown and Wanaka.
The show won't shy away from portraying the realities of running a farm, Bagrie said.
"It's a very unfiltered view of farming," he told The Country's Jamie Mackay.
This warts-and-all approach will also be evident in Lim's meals, although the celebrity chef was quick to point out Nadia's Farm was "not a cooking show".
"There's always something from the farm that we find or grow or raise or harvest that ends up getting cooked and eaten.
"In episode one, I end up cooking my roosters from my home flock ... I had to cull a few and I didn't want to waste them so I end up cooking them!" she laughed.
Where to get help and support
If you think you may be having a miscarriage, contact your lead maternity carer - this may be a midwife or your GP. Alternatively, call Healthline free on 0800 611 116, or visit your local urgent medical centre or hospital.
Visit the Miscarriage Support website or join the Facebook group.
Visit the Sands website. Sands supports parents and families who have experienced the death of a baby.
Free call or text 1737 to talk to a trained counsellor.
