A Buckingham Palace spokesperson said that the Queen and the Royal family were were "very pleased" to hear the news.
In her Christmas speech, the Queen said her family "look forward to welcoming new members into it next year".
The daughter of Princess Anne, and a cousin of Prince William and Prince Harry, 36-year-old Zara Tindall (who grew up as Zara Phillips) is already the mother of three-year-old Mia, whom she shares with her rugby star husband.
The queen now has five great-grandchildren, however grandson Prince William and his wife Kate, officially known as the Duke and Duchess of Cambridge, are expecting their third child next April.
The couple's spokesperson confirmed on Friday that Zara is pregnant with their second child.
At the time, a statement released on their behalf said: "Very sadly, Zara and Mike Tindall have lost their baby". He told the Sunday Times: "One thing you do learn is how many other people have to go through the same thing".
'The saving grace for us has been Mia, our daughter, who is now three.
Zara and Mike Tindall with Queen Elizabeth II.
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