"The list of emotions is endless!"
Commenting on the post, former One Show presenter Christine said: "The Lampard family are expanding!"
"My gorgeous wife @christinelampard is pregnant and we all couldn't be happier!"
Following Frank's exciting baby announcement, fans have flooded the athlete's Instagram post with celebratory messages. "Huge Love to ya'll and bump!" So pleased for you!
Christine and Frank sported beaming smiles in the picture, which also featured the sportsman's two daughters from his previous relationship with Spanish model Elen Rivas - 12-year-old Luna and Isla, 10.
Brunette beauty Christine began her TV career on long-running BBC Northern Ireland comedy Give My Head Peace before moving on to hosting the likes of Children in Need and Let Me Entertain You, alongside Brian Conley.
Christine went on to reveal that she "isn't worried" about her biological clock ticking, but constant questions about whether she's ready to have a child "annoys" her husband.