The 32-year-old television personality unveiled the news in an interview with Hello magazine.
Wyatt told the publication she found out she was pregnant during her honeymoon in New York City in April. She added that one of the first people to learn about the news was former bandmate Ashley Roberts.
"We are like sisters. Ashley knows everything about me, so she only looked at me and guessed right away," she said. "When I told her, it was so emotional -- she was thrilled for us, which was lovely."
Future dad Rogers, a model, said he was "just delighted" to hear he and Wyatt were expecting a baby girl.
"We went for the second scan, at 20 weeks, and they said, 'You're going to have a daughter,' and then when I felt her kick, it really connected with me," he said.
Wyatt, who is due in December, also unveiled she and Rogers plan to raise their baby daughter in the U.K.
"I love the life Max and I have built here. England is home for me now," she said. "And there is nothing cuter than having a baby growing up with a British accent."