The Olympic heptathlete champion announced on Friday morning (10 January) that she and husband Andy Hill will welcome their first child together later this year.
Jessica confirmed her happy news in a statement explaining why she was bowing out of the Commonwealth Games, which take place in Glasgow this summer.
After being inundated with congratulatory messages, she tweeted: "We're overwhelmed with all the lovely messages! So thank you all so much! We couldn't be happier. It's a very exciting time."
One message came from fellow athlete Linford Christie, who advised: "Get some sleep."
"Haha," replied Jessica. "Thanks Linford, great advice!"
We're overwhelmed with all the lovely messages! So thank you all so much! We couldn't be happier. It's a very exciting time.— Jessica Ennis-Hill (@J_Ennis) January 10, 2014
Jessica married her long-time boyfriend Andy in Hathersage, Derbyshire in May 2013. They became engaged on Christmas Eve 2010 and have been together for ten years.
Announcing the pregnancy this morning, she said: "We are completely overwhelmed, with excitement and a degree of anxiety that I am sure all first-time parents will relate to.
"My plans for 2014 have been completely turned upside down, but having had a couple of weeks to think about things from a career point of view I am 100% set on returning to full-time athletics once our baby is born and go for a second gold medal at the Rio Olympics in 2016. That challenge really excites me.
"But, in the short-term, I will make our baby a priority and enjoy the whole experience as much as possible."