Grammer, a cast member of TV's "Greek," is the 27-year-old daughter of former "Cheers" and "Frasier" star Kelsey Grammer.
The younger Grammer discovered she was pregnant shortly before she married James Hesketh last month in New York, UsMagazine.com said.
An insider told the Web site the pregnancy is "early on," but did not reveal the baby's gender or anticipated due date.
Kelsey Grammer married his fourth wife in February.
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