The 29-year-old heiress confirmed her baby news just over three months after marrying the former city stockbroker, reported Daily Mirror.
"I just feel so lucky. I never imagined this all happening so quickly. It's crazy how life works in such mysterious ways. Jay loves children and I'm really excited for the next phase of our relationship," Eccelestone said.
The socialite who is the daughter of billionaire, Bernie Ecclestone met Rutland nine months ago.
The couple had a lavish 12 million pounds wedding in Cap Ferrat, on the French Riviera three months ago.