She tells People.com, "I took a pregnancy test and it was positive! It was so hard to keep it a secret. I was worried I'd start throwing up on set and everyone would be like, 'Oh, she's pregnant.'... I'm trying to be in the moment and really enjoy my pregnancy. I feel really lucky."
Murray adds, "We're so excited to be expecting our first baby. We always knew we wanted to have a child, and this time in our lives feels right."
The couple's happy news comes amid a slew of celebrity baby announcements: actor Owen Wilson has revealed he is about to become a father, Oscar-winner Marion Cotillard is pregnant with her first child and singer-turned-fashion designer Victoria Beckham is expecting her fourth.