"Josh & Me & BABY makes three!!!," she tweeted. She also posted photos of herself and her husband as toddlers.
It is the first child for the couple married in 2009.
Duhamel, 40, appeared in the "Transformers" movies and stars this year in the film "Safe Haven."
Fergie, 37, whose real name is Stacy Ferguson, joined The Black Eyed Peas in 2002 for their third album, "Elephunk," which proved to be a huge commercial success.
(Reporting by Ellen Wulfhorst in New York; Editing by Barbara Goldberg)