"Thank you Liz for the tremendous job you have done for the Cotswold family and we wish you and David all the very best as you look forward to starting your own family," a post in the school newsletter said.
In July, when news of the pregnancy broke in the media, Mr Bain spoke of the couple's delight.
"Our families and friends are extremely delighted for us and have been very supportive," Mr Bain said.
The pair, who met more than 10 years ago, married in front of 80 family and friends at Trent's Vineyard, on the outskirts of Christchurch, in January. They live in a small back-section flat, which Mrs Bain has owned since 2007, in the suburb of Redwood.
Mr Bain, 42, works at a local engineering firm. He was convicted in 1995 of murdering his Dunedin family and spent 13 years in jail before he was acquitted in a 2009 retrial.