Middleton married financier James Matthews last May.
Buckingham Palace declined to comment on news that the Duchess of Cambridge's sister is pregnant.
The Duchess of Cambridge, who is just days away from having her third child, reportedly was one of the first people she told and was "delighted".
The Duchess of Cambridge's younger sister told close friends and family last week, reports The Sun, following her 12-week scan.
Pippa Middleton and James Matthews attend the Wimbledon Tennis Championships at the All England Lawn Tennis and Croquet Club on July 14, 2017.
'When Pippa found out she was pregnant, she was obviously overjoyed.
Carrie Underwood Opens Up About The Details Of Her Accident
I was anxious he would be scared of me". "Now, when I put makeup on, [he says] 'Your boo-boo's all gone'". She looks stunning and remnants of the stitches are nowhere to be seen.
Heavily pregnant Kate "could not have been more delighted", the newspaper reported.
The friend went on: "It's been a tough few weeks for the two families, so this has provided some much-needed happiness and light relief".
Middleton, 34, gained global fame when she acted as maid of honor at the 2011 wedding of her sister Kate to Prince William, who is second in line to the British throne. It can be recalled that James' father, David, 74, was accused of sexually abusing a minor in the 1900s.
Actress and TV presenter Donna Air with her boyfriend, Pippa's brother James, as well as tennis superstar Roger Federer and wife Mirka were just some of the guests at the event.
William Hill has made Alice the most likely girl's name, with odds of 4/1.
Whether it's a girl or a boy, with another addition reportedly coming from Pippa and James - not to mention Harry and Meghan's wedding next month - it's going to be a busy time for the royals.