Brigitte - who played Ivan Drago's wife in "Rocky IV" - has 4 sons - Julian (34), Killian (28), Douglas (25) and Raoul (23) - but none with Stallone.
The 54-year-old TV personality and model took to Instagram to reveal two photos of her pregnant belly and tell her almost 86,000 followers: "family getting larger".
She later shared a second photo that showed the happiness and "positive vibes" she's feeling.
This will be the fourth child for Nielsen, who has been married to her current husband, Mattia Dessi, for more than a decade. Aside from her social media messages, the actor has not publicly commented on the pregnancy.More news: Jurgen Klopp: Liverpool aiming to bring Real Madrid down 'to our level'
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Weisz announced in April that she was expecting a baby with husband Daniel Craig at the age of 48.
As well as Winding, Stallone and Meyer, Nielsen was also married to director and photographer Sebastian Copeland for two years in the early 1990s.
Dessí is her fifth husband and this will be her first child with him.
This is Brigitte and Mattia Dessi's first kid together.