The message was accompanied by a video of the couple's two-year-old son Charlie West Arquette kissing a sonogram and saying "hi" to his unborn baby brother.
This will be the second child for David and Christina, who wed last year (15). The actor also has 12-year-old daughter Coco from his first marriage to actress Courteney Cox. The couple divorced in 2013 after a three-year separation and she is now engaged to Snow Patrol star Johnny McDaid.
The happy news comes a month after the death of David's sister Alexis. The transgender actress and activist passed away on 11 September (16) at the age of 47.
"She (Alexis) was a vanguard in the fight for understanding and acceptance for all trans people," a statement from the family released shortly after her death read. "She fiercely lived her reality in a world where it is dangerous to be a trans person - a world largely unready to accept differences among human beings, and where there is still the ugliness of violence and hostility towards people that we may not understand.
"As Alexis transitioned into being a woman, she taught us tolerance and acceptance. As she moved through her process, she became our sister, teaching us what real love is."
"Thank you all for your love and kind words about Alexis," David, who was with his sister when she died, wrote on Twitter. "My hero for eternity."