The 22-year-old aspiring pop star confirmed her happy baby news to The Mirror, saying she is around five months pregnant and due in January 2014.
She already has one daughter.
SeSe said her bandmates Rielle Carrington and Jeanette Akua have been "brilliant", adding: "They have been so supportive and really positive."
Viewers of X Factor saw Miss Dynamix winning a place in live shows at the weekend, following their performance at mentor Gary Barlow's judges' house in New York.
SeSe said that mentor Gary is "over the moon" for her.
She added: "I feel doubly blessed. I've got really exciting times ahead with the girls in the band and finding out about the baby has been like the cherry on the cake. 2014 will be a year to remember."
X Factor viewers saw on Sunday night's episode just how much the competition means to London-based SeSe, as she broke down in New York talking about how much she wanted to succeed for her daughter.
SeSe initially auditioned with another band, while Jeanette and Rielle tried out as soloists, but the trio were put together as an urban group by the judges.
At boot camp, they blew judges Gary, Nicole Scherzinger, Sharon Osbourne and Louis Walsh away with their rendition of 'We Found Love' by Rihanna after just eight hours rehearsal time.
SeSe was visibly emotional at their boot camp audition, tearfully telling the judges she was overwhelmed to have been given a second chance.
Talking about their initial time together, Jeanette said: "We didn't have more than three weeks. There was boot camp for two days, then we went home. Literally in total we had spent about 10 days together."
X Factor continues Saturday, 12 October on ITV.
Watch Miss Dynamix performing 'Pure Shores' at judges' houses below:
Check out the full top twelve acts for live shows in the gallery below:
Copyright: ITV Tom Dymond/Thames TV