A source says, “They are incredibly happy. They’re very excited to welcome a new member into their family.”
Olivia was last spotted at the 51st New York Film Festival for the screening of Her in New York City on October 12.
The couple met on the season finale of Saturday Night Live in 2011 and began dating six months later.
The former House star told Marie Claire earlier this year that she’s excited to start a family with Sudeikis. She said, “He’s so good with kids. I’m open-minded about how many, but three is like a little party.”