Haley Bennett is expecting a baby with JOE WRIGHT.

The 'Girl on the Train' actress said to be around six months pregnant with her first child with the 46-year-old filmmaker and the 'Darkest Hour' director - who is currently based in London - is planning to settle down in the United States to be closer to his 30-year-old girlfriend.

A source told PageSix: ''They're expecting a baby this winter''

They added that they are ''very happy'' at this time.

Haley officially confirmed her romance with the director - who has two children Mohan, three and seven-year-old Zubin with ex-wife Anoushka Shankar - in September.

The blonde beauty shared a picture on Instagram of the couple kissing in a romantic embrace, in a Polaroid photo.

She captioned the photo: ''Cling to me, Joe, my bliss.''

It was revealed in January that the 'Hanna' filmmaker had split from Anoushka.

His representative said at the time: ''I can confirm that Joe Wright and Anoushka Shankar recently ended their marriage'

''All parties are committed to the welfare and happiness of their two beautiful children and ask that their privacy be respected.''

Joe was engaged to 'Gone Girl' actress Rosamund Pike, 38, in 2008 however the ceremony was abruptly cancelled for an unknown reason.

Meanwhile, Haley has previously been romantically linked to 'Friends With Benefits' actor Zach Cregger, 37, and 'Step Up' star Rick Malambri, 35.

The director is currently working on 'The Woman in the Window' starring Amy Adams, Julianne Moore and Gary Oldman.

The upcoming thriller - which was adapted from the novel of the same name by A.J. Finn follows an agoraphobic child psychologist witnesses a crime while spying on her neighbours, leaving her to determine whether to alert the police.