Princess Madeleine, fourth in line to the Swedish throne, is expecting her first child, the royal court said on Tuesday.
Madeleine, 31, married American-British banker Christopher O'Neill, 39, in Stockholm in June.
The New York-based couple's baby is expected in early March, the royal court said in a statement.
Public support for the ceremonial monarchy has weakened somewhat in recent years but remains fairly broad in otherwise egalitarian Sweden.
The wedding in 2010 of Madeleine's eldest sibling, Crown Princess Victoria, to Daniel Westling and the birth of their daughter, Princess Estelle, have helped to counteract negative publicity around King Carl XVI Gustaf and Queen Silvia.
A book released in 2010 alleged the king had had an affair and visited strip clubs. When the book came out, he said: "I have talked with my family and the queen. We turn the page and look forward."
Madeleine has relatively few public duties. She works at a children's charity founded by her mother.