The couple, who have a 17-month-old daughter Sophia, are said to have already told friends and family the good news.
And speculation is mounting that Murray’s recent dip in form could be related to Kim’s pregnancy.
Shortly after the birth of Sophia, Murray insisted that family came first, saying: “My child is more important to me and my wife is more important to me than a tennis match. That’s the current priority.”
Murray has already revealed he missed Sophia’s first steps due to playing in a tournament abroad, and suggested that he had also missed his daughter’s first words.
The 30-year-old Scot has been struggling with a hip injury ahead of the start of Wimbledon, but came through a three-hour practice session on Saturday without any difficulties.
The pregnancy was confirmed by Murray’s agent, who added that the couple didn’t wish to comment further.
Murray will take on Alexander Bublik of Russia, ranked 134th in the world, on Centre Court at SW19 tomorrow.