They will be the first children for the pair, who tied the knot in Los Angeles in July 2007.
Romijn, 35, stars in the ABC comedy "Ugly Betty." She was previously married to John Stamos. They divorced in 2005.
O'Connell, 34, recently starred in the TV shows "Crossing Jordan" and "Carpoolers." His screen credits include "Stand by Me" and "Jerry Maguire."
(Copyright 2008 by The Associated Press. All Rights Reserved.) AP-NY-07-28-08 1538EDT
