The couple already has son Otis Alexander, aged two. In 2015 she told UsWeekly: "He's so smart and just plays his piano all day long. He's really musical, so we're trying to encourage that."
In April the stars announced they were expecting a second child.
They shared an image of Otis holding his tummy and Wilde holding her tummy too.
"There's something really beautiful about pregnancy,' she told People. 'It is a time when you feel very connected to your body so right now - not having reached the point where I am definitely physically pregnant - I feel beautiful being in that space.'
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Wilde was last seen on HBO's Vinyl. She has also filmed Black Dog, Red Dog with James Franco which will be released in 2017.