Fey and her husband, composer Jeff Richmond, already have a 5-year-old daughter, Alice. The couple has been married since 2001.
It's not certain if Fey's pregnancy will be written into 30 Rock even though her character, Liz Lemon, has talked about wanting to be a mother for years. Producers opted not to write in co-star Jane Krakowski's pregnancy earlier this season. Plus, it might not be necessary since the comedy will soon go on summer hiatus.
Fey's appearance on Oprah Winfrey is set to air on April 12. Her new book, Bossypants, hits stores on Tuesday.