The Australian star, who is married to billionaire businessman Nick Candy, had attempted to hide her pregnancy but it was revealed after she failed to to stop an Australian magazine from running pictures apparently showing her bump, the tabloid states.
According to The Mirror Holly, 30, is five months pregnant and was photographed while relaxing on holiday onboard a yacht in Italy.
Holly and Nick had attempted to take an injunction out against Woman's Day magazine to prevent them from printing the snaps, but lost their case when a judge ruled 27,870 advance copies of the magazine had already been sent out to subscribers and another 70,000 had already gone to press.
Justice Michael Pembroke said any attempts to recall copies of the magazine would be "futile".
Former Neighbours star Holly and property tycoon Nick married in a private ceremony in Los Angeles last October.
It is believed that Holly wore a J'Aton Couture lace gown and guests included X Factor supremo Simon Cowell.
The couple met in 2009 and recalling the moment, Holly recently said: "I never believed it when people said that sometimes you meet someone and you know he's The One but, just to be totally cheesy and clichéd, it was like that the first time we met.
"It wasn't like, 'Oh my God, I am bowled over,' it just felt peaceful, genuine, real and normal – and so nice."
Check out who else is expecting a baby in the gallery below:
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