"She's almost 12 weeks along. She's thrilled," a source told Us Weekly, adding that the couple will tie the knot later this month in New York.
Peet and Benioff have been engaged since July 2005.
Benioff is currently working on an adaptation of the novel "The Kite Runner." His screenwriting credits include 25th Hour and Troy. Peet has had starring roles in films including "The Whole Nine Yards" and "A Lot Like Love."