The couple's announcement comes five months after Baldwin accidentally shot dead Halyna Hutchins, a cinematographer, while filming his movie ''Rust''.
Author and yoga instructor Hilaria, 38, said on Instagram they had believed their family was "complete", but were delighted by the "surprise" news.
"I'm sharing with you the moment we told the kids - as you can see, they are super excited! Our new baby is a very bright spot in our lives. A blessing and a gift during such uncertain times."