The 36-year-old, most famous for her roles in TV show Happy Endings and movie Gone Girl, announced the happy news on her B**ch Sesh podcast on Wednesday (22Mar17).

Speaking to co-host Danielle Schneider, Casey jokingly explained: "I'm so excited. I was feeling so sick for about a month, but now I’m… not feeling great.”

Casey has yet to reveal a due date or whether she knows the gender of the baby, but did tell fans she is now in her second trimester.

It's the second baby for Casey and David, who welcomed son Max in 2015. The former Saturday Night Live star had made no secret of her desire to further extend her family, previously explaining to Fit Pregnancy magazine: "We both come from two-kid families and I can't imagine going through life without a sibling."

The couple wed in 2014.