Above: Spencer and James Matthews with Prince William at James’s wedding to Pippa Middleton
Pippa is already an auntie to Prince George and Princess Charlotte, her sister the Duchess of Cambridge’s children with Prince William. Catherine is due to give birth to the couple’s third child in April.
Talking about the news in Hello magazine, Vogue said: “We were together when we did the test, on holiday in the South of France over Christmas, and we were just like, ‘Wow’.
“Regardless of how long you plan it for or how long you’ve wanted it, it’s still like, ‘Oh my God!’ It’s such exciting news.”
Spencer also confessed that the pair were already preparing to have a baby: “I think we were more taken aback by how quickly it had worked, as opposed to the fact we’re having a kid. Because we had already begun to try.”
Spencer, 28, proposed to Vogue, 32, just last month after a performance of the Lion King in London.
The couple met while both taking part in Channel 5 programme The Jump, with Spencer looking after Vogue when she injured her knee on the show.
Months later they confirmed their romance with various loved up selfies on Instagram. However it was reported that Vogue wasn’t allowed to accompany Spencer to Pippa’s wedding last May as they weren’t yet married.