Davis, who turns 46 Thursday, made the announcement to E! News at Tuesday night's Hollywood premiere of her new film "The Help."
"We are about to adopt a baby," said Davis, adding the infant will be adopted "domestically."
The Oscar nominated "Doubt" star did not disclose the child's gender, exact age or anticipated adoption date.
Davis married Tennon in June 2003. Tennon has two children from previous relationships.
Celebrity Families of 2014 [PHOTOS]