The model, whose father is Canadian ice hockey legend Wayne Gretzky, took to Instagram Wednesday to share the news, reports contactmusic.com.
The 25-year-old showed off her growing baby bump in a photograph that she uploaded on the website.
In a caption alongside the picture, she wrote, “@djohnsonpga & i are so excited to finally share with you all our amazing news… we’re having a baby!!”
Gretzky has been dating golf player Johnson since 2012, and they announced their engagement on Twitter 2013.