The 31-year-old made the announcement on NBC's "Today" show, where she is a contributing correspondent.
Hager, the twin daughter of former President George W. Bush, and her husband, Henry, have been married for four years.
During a phone call on the show, former President Bush said he's "fired up" about becoming a grandfather, and former first lady Laura Bush said she's "thrilled." It will be the couple's first grandchild.
