The actress confirmed her news on Twitter by sharing a link to an article published by US Weekly about her rumoured pregnancy.
'It's true,' quipped Carrie.
The 36-year old actress is married to Tracy Letts, 52, an American playwright, screenwriter and actor.
The baby will be both of the couple's first child.
Obviously thrilled to learn that Carrie and Tracy are starting a family together, a number of other people in the public eye expressed their happiness.
'Dang, that's gonna be one talented baby. Congrats,' said director Jarrett Wieselman.
While Better Call Saul star Rhea Seehorn sent a sweet message to Carrie too.
She simply said: 'Congrats!'
A number of fans also commented on Carrie's baby announcement status.
'Congrats!!!! Cannot imagine what motherhood will do to enhance your already over the top talent!!,' one gushed.
Another added: 'OMG! Congrats, Carrie! Happy for you... sending love to you and your family! God bless y'all! 💓🤰🏻🤗.'
Just days before confirming they have a baby on the way, Carrie and her husband stepped out together at the Critics' Choice Awards in LA.
The brunette dressed her mum-to-be figure in an elegant white dress that fell almost to the floor.
Although Carrie played the role of Ben Affleck's on-screen sister Margo Dunne in the 2014 film Gone Girl, she's best known for her role on hit show Fargo.
In the dark series, which also stars British actress Martin Freeman and Angelia Jolie's ex-husband Billy Bob Thornton, Carrie plays Gloria Burgle.
Carrie's 52-year-old husband Tracy is a Pulitzer Prize winner.
The pair met while both working on the Steppenwolf production of Who's Afraid Of Virginia Woolf? on Broadway.
Carrie and Tracy also appear alongside one another in The Post, an American political thriller directed by Steven Spielberg.
They tied the knot in 2013.