"The Late Late Show" host and the art dealer married in December 2008.
"Holy crackers! Mrs F is pregnant. How did that happen?" People.com said Ferguson Tweeted Wednesday. "Oh yeah I know how. Another Ferguson arrives in 2011. The world trembles."
Ferguson has a 9-year-old son from a previous marriage.
Exploding whale video goes viral on Internet
Texas principal bans speaking Spanish, stirs controversy