Cotillard and French actor/director Guillaume Canet have been dating since 2007. They co-starred in 2003's "Love Me if You Dare," and Canet directed Cotillard in the upcoming film "Little White Lies."
A source told People.com their baby is due this spring.
"They haven't disclosed any plans concerning marriage," the insider said.
Cotillard won a best actress Oscar in 2008 for her work in "La Vie en Rose." Her other film credits include "Inception" and "Nine."