The 36-year-old actress is three months pregnant but is not ready to speak about it in public, reported The Us magazine.
"Zoe is about three months pregnant. But she will only announce the news when she's ready," a source said.
Saldana and Italian artist Perego, 35, who got married in 2013 in a secret ceremony, apparently cannot wait to be parents.
"Zoe has always wanted a big family and Marco's on board too!" another source said.
The mother-to-be was seen at an event on July 21 in a baggy T-shirt under a loose-fitting blazer, hinting she was hiding her baby bump.