Marsden and his wife, Lisa Linde, separated in 2011 and are in the process of a divorce. They have two children together.
"A girl he dated after he separated from his wife has told him she is four months pregnant," a source close to the mother-to-be told E! News. "She is very excited to be a mom."
The woman's name was not reported.
Marsden is best known for his work in the "X-Men" film franchise and movie musical "Hairspray."