The 41-year-old Californian was told by doctors it was unlikely she would become pregnant naturally after attempting to conceive with partner Ty Comfort, Britain's The Sun reported Friday.
"Like every career woman I worked so hard at being successful I left it a little late," Caprice said. "But then to fall pregnant after our gestational carrier did was a miracle. My mum is so excited she has already bought enough baby clothes to fill a country."
The surrogate is due to give birth in the early fall, with Caprice to follow a month later, The Sun said.
The babies will be born in the United States, but will be raised at Caprice and Comfort's home in Notting Hill, West London, the newspaper said.
"Words can't describe our happiness when we knew we were expecting two miracle babies," Caprice said.