Kevin's brothers, Nick and Joe, immediately took to Twitter to express their excitement.
"Can't wait to welcome the newest addition of the Jonas family. Congratulations to my bro @kevinjonas & @daniellejonas," Nick Jonas, 20, tweeted Tuesday.
"Can't explain how excited I am about this. I'm going to be an uncle!" Joe Jonas, 23, wrote.
He later shared a joke Instagram photo of Danielle's "first ultrasound."
Kevin, Joe and Nick started a world tour on June 1 in Mexico. They're also working on their fifth studio album.
Celebrity Couples of 2014 [PHOTOS]