Sam Cooper told guests at the festivities in the village of Cranham that Mrs. C was at least 12 weeks along, a source told Britain's The Guardian.
"She is truly over the moon and so ecstatically happy she has shed tears of joy," the source said. "We have all been hoping and praying for good news and this is the best news ever."
The newspaper said Allen lost a child in the fall but remained determined to start a family.
Allen wore a long-sleeve gown designed by Delphine Manivet, who told People magazine, "When you're pregnant you want to show that, but also be respectful, so the dress was perfect for her for that moment."