The Madrid-based agency Kuranda says in a statement that 36-year-old Cruz is four-and-a-half months pregnant.
Cruz has no children. She married Spanish actor Javier Bardem, 41, in a discreet wedding in the Bahamas in July.
They appeared together in the Woody Allen film "Vicky Cristina Barcelona", for which Cruz won the Oscar for best supporting actress in 2009.
In 2008 Bardem won the Oscar for best supporting actor for his role in "No Country for Old Men."
Kuranda gave no more details on Cruz, other than to say she is en route to London to complete filming of "Pirates of the Caribbean: on Stranger Tides."