The former Playmate - who is set to wed American football star Hank Baskett at the Playboy Mansion on June 27 - told her former boyfriend the news before anyone else.
She said: "I called Hef because I had to tell him right away. He was like, 'Oh my god!' and then he cried.
"I'm 12 weeks along and my doctor told me I'm due on Christmas Day! We were actually trying to plan a June baby next year, but we're so happy that it's Christmas. The baby is going to be spoiled with a lot more gifts."
The Playboy magazine founder, who split from the former Playboy Playmate last year, is delighted by the news and believes the couple will make great parents.
He said: "I'm really happy to learn that Kendra is pregnant because I know that she and Hank wanted to start a family right away. I think he's a good guy and they'll be good for one another."
Kendra, 23, posted an excited message on her blog yesterday (10.06.09), saying she feels like the "luckiest girl in the world" to be planning for a wedding and a baby.
She said: "hi everyone!!!! so the rumors are true...i am pregnant!!!!!!!!!!!!!! i honestly still can't believe that soon hank and i are going to have a little athlete running around the house. seriously, the first thing this kid is going to see when its born is a football.
"this is the best wedding gift i could have ever asked for and i cant wait until i can start decorating the baby's room and shopping for him or her...im definitely going to go ALL out!
"wow this has really been quite a year. from my career to my engagement, and now a baby too! im the luckiest girl in the world!!!! (sic)"
She said: "Here I am, planning her bachelorette party when maybe I should be planning her baby shower! I guess I will work on both...there is a lot to celebrate!"