The Emmy-winning former Sopranos star is five months along and due sometime in the spring.
De Matteo, 38, and Jennings, 31, have a 3-year-old daughter together, Alabama Gypsyrose. The couple has been together for nine years and got engaged in June 2009.
De Matteo appeared on Desperate Housewives last season and will, conveniently, portray a pregnant, battered wife on Law & Order: Special Victims Unit in an episode airing early next year. Jennings and his band Hierophant released their fourth studio album, Black Ribbons, back in March.