"And we thought 2017 was a big year! Clarke and I are really excited that in June our team will expand from two to three," she wrote on Instagram.
"I think it's fair to say that this will be a wee one that a village will raise, but we couldn't be more excited," she wrote.
She said although there would be "lots of questions" she and her partner had a plan all ready to go.
A baby due in June indicates she became pregnant in September - during the election campaign.
Ardern will not be the first woman to give birth while in office - almost 30 years ago the Prime Minister of Pakistan gave birth to her second child while in power.
Ardern has just announced she is expecting her first baby in June this year.
Twenty-seven years ago, Pakistan prime minister Benazir Bhutto gave birth to her daughter Bakhtawar on January, 25 1990, and was reportedly the first modern head of government to give birth while in office.
Her first-born, Bilawal, was born on September 21, 1988, mere weeks before she took office in December 1988.
Her third child, Aseefa, was also a just a few months old when she assumed office for the second time in October 1993.
