She also wrote: "I'm in hospital waiting for a doctor to check on my swollen ankles. Nurse said my ankles don't look that swollenโฆ I wanted to say 'but my ankles are usually very thin like J. Lo's.'"
Cave, who is in a long-term relationship with comedian Alfie Brown, then posted to her Instagram story, explaining why she was in hospital.
"Also experiencing [heart] palpitations and persistent headaches that I did not have with other pregnancies. @alfiebrowncomedian thinks it's because there's a storm coming."
The 33-year-old then confirmed everything was fine and she was later discharged.
She said her trip to the hospital turned out to be a blessing.
"Worth the possible four-hour wait just to hear the baby's [heartbeat] though," she added.
Cave announced her pregnancy news on June 16, taking to social media writing "Oops I did it again".
The actress is already a proud mum to son 5-year-old Donnie and 3-year-old daughter Margot.
