Baldwin, who has four children with husband Alec Baldwin, shared a video of what appears to be a fetal heartbeat.
"It is still very early... but we have learned that there is a little person inside of me," she wrote. "The sound of this strong heart makes me so happy — especially because of the loss we experienced in the spring. We want to share this news as we are excited and don’t want to hide the pregnancy."
Baldwin explained on Instagram that she is still in the very early stages of her current pregnancy.
"These first few months are tough with exhaustion and nausea...and I don't want to have to pretend that I feel ok," she wrote.
The post's comments were full of support, with fans and well-wishers congratulating Baldwin on the pregnancy.
In July 2018, Baldwin told TODAY co-hosts Hoda Kotb and Jenna Bush Hager that she was "very possible" that she and her husband would have more children together, especially since her daughter Carmen Gabriela wanted a little sister.
Baldwin announced a pregnancy earlier this spring, again via Instagram, but said that she was most likely experiencing a miscarriage. In that post, she noted that she had always promised herself that she would always share pregnancy news with fans "pretty early, even if that means suffering public loss."
Five days later, she confirmed the news.
"There was no heartbeat today at my scan... so it's over," she wrote. "But I have some pretty strong and amazing heartbeats right here. I am surrounded by such love and I feel so fortunate."
Baldwin told TODAY that it was important to her that women speak up about the stigma surrounding pregnancy struggles and miscarriage.
"This is something that has not been easy, and I understand it," she said. "I wanted to come out and speak about it because it's something so many people deal with, and as women we're trained to deal with it silently... I don't think we have to live with such fear."