The couple met on the set of miniseries Fosse/Verdon, which was filmed during November 2018 and March 2019, and their relationship was made public in December 2019, several months after Michelle's marriage to musician Phil Elverum ended after less than a year.
The 39-year-old actress announced earlier this year she was taking a break from work due to her pregnancy.
She said in January: "I haven't taken a job since. I have something else I have to go do. I'll be home, but it's a hard act to follow."
Michelle has made a concerted effort to keep her personal life away from the spotlight.
But, on the other hand, she recognises that talking about her own issues could help other people to deal with their problems.
She previously said: "I don't really want to talk about any of it. But what if this helps somebody?
"What if somebody who has always journeyed in this way, who has struggled as much as I struggled, and looked as much as I looked, finds something that helps them?
"Don't settle. Don't settle for something that feels like a prison or is hard, or hurts you. If it doesn't feel like love, it's not love."