"The princess royal and Capt. Mark Phillips, Mr. Phillip and Mrs. Linda Tindall, and members of both families are delighted with the news. This baby will be the first child for Mike and Zara and the third grandchild for the princess royal," E! News said, quoting the statement.
Zara is the daughter of Anne -- the queen's daughter whose title is the princess royal -- and Anne's first husband, Capt. Mark Phillips.
In keeping with British royal tradition, the Tindall baby's gender will not be announced until birth.
Zara, an accomplished equestrian, married rugby star Mike Tindall in Canongate Kirk, Scotland, in July 2011.