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Katherine's brother, Patrick Schwarzenegger confirmed the news over the weekend, telling Entertainment Tonight: "They're doing great - just got her a little gift," while leaving a market in California yesterday.
Patrick is reported to have given a thumbs up when being congratulated on becoming an uncle and was carrying a package wrapped with a pink ribbon.
He did not confirm the gender of the little one, however.
According to the publication, Katherine's family, including her mum, Maria Shriver and dad, Arnold Schwarzenegger, also visited the couple's home over the weekend.
Katherine, 30 and Chris, 41, first confirmed the pregnancy back in May, when Chris appeared on Katherine's mum's Instagram live series, #HomeTogether.
"You're gonna have another beautiful family member," Maria said to Chris at the time.
Chris later confirmed that Katherine was nearing her due date last month, taking to Twitter to congratulate her on her new podcast.
"So proud of my darling for her amazing podcast. Nine months pregnant, in quarantine and still working her butt off. Check it out. Based on her NY Times best selling book! I'm a lucky lucky man. Launches today!" He wrote in July.
Earlier this month, Chris took to his Instagram Stories with a photo of him and a heavily pregnant Katherine on a walk.
Chris captioned the photo: "Ready to pop... Still don't stop. Top of the Mountain today."
The Avengers star already has one child - seven-year-old Jack - who he shares with ex wife, Anna Faris. Chris and Anna were married for eight years before splitting in 2017 and later divorcing the following year.
Following his split from Anna, Katherine and Chris wed in an intimate ceremony in Montecito, California in June 2019 after getting engaged in the January. It's believed they had been dating for around seven months before Chris popped the question.
Congratulations to Chris and Katherine - this is such happy news!
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