Candice and David share two daughters Ivy Mae, 4 and Indy Rae, 2.
After a somewhat difficult year for the couple, the news comes as a happy surprise.
In May Candice suffered a miscarriage, while disgraced cricketer David was accused of ball tampering in March.
Candice admitted the stress of the accusation led to her losing their baby.
'The miscarriage was a heartbreaking end to a horror tour... The ordeal from the public humiliations to the ball-tampering had taken its toll and, from that moment, we decided nothing will impact our lives like that again,' she said.
This article originally appeared on WHO