"I'm expecting!" the star revealed. "I am far down the road of expecting; I am six months pregnant."
"I've been hiding it until this very moment," she admitted. "I've been filming my show, I've been doing all my stunts and running and leaping, but I haven't told anybody because I didn't want them to treat me differently, but I do. I want people to give me their seats. I want them to open doors. I want to be a proud, pregnant action star."
Montgomery is no stranger to dramatic roles, having previously starred on Without a Trace for seven seasons. The new baby is the actress' second child with Sanford; she also has a six-year-old son with actor Adam Kaufman.
"We're still filming right now, so it's pretty wild," she added. "[My co-stars] all are going to be really surprised when they watch this show tonight. They're going to feel bad for making me hang off that roof like I was about to drop."
2014: The Year in Fashion [PHOTOS]
Polly Bergen, Emmy Award-winning actress, dies