The 28-year-old pop star shared the happy news with fans by posting a snap of herself on Instagram, reported Daily Mirror.
She also posted a caption alongside the photograph, which read, "I am having a baby."
The singer will be the first member of the 'Biology' hitmakers to become a mother.
Coyle has not gone public with the name of the father, but she was last linked to US businessman Waz Ashayer in 2012.
Girls Aloud, which also comprised of Cheryl Cole, Sarah Harding, Nicola Roberts and Kimberley Walsh, split in March after completing a 10 year anniversary tour.
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