The Countess of Wessex and Prince Edward are expecting a baby in December, Buckingham Palace has said.
The couple already have one child, Lady Louise Windsor
A spokesman for Sophie, 42, and the Earl of Wessex, 43, said the couple were "thrilled and excited".
The couple, who live in Bagshot, Surrey, have one daughter, three-year-old Lady Louise Windsor, who was born four weeks premature in 2003.
Sophie had suffered a life-threatening ectopic pregnancy in 2001 before becoming pregnant with Lady Louise.
The new baby will be the eighth grandchild for the Queen and Duke of Edinburgh, who are said to be "delighted" at the news.
A Palace spokeswoman said: "They're over the moon. The earl and the countess are both thrilled and excited. The countess will continue with engagements as normal and take doctors' advice."
On the day of the announcement, the countess was carrying out royal engagements at the Royal Agricultural Society of England's Royal Show in Stoneleigh Park, Warwickshire.
Sophie Rhys-Jones married Prince Edward at St George's Chapel in Windsor in June 1999. They had met at a tennis event in the summer of 1993.