Daley, 23, posted a picture on Instagram of the couple holding up a photo from a baby scan.
He told his followers: “Happy Valentine’s Day!”
Daley’s filmmaker husband posted another photograph on Twitter.
“A very happy Valentine’s Day from ours to yours,” Black wrote.
The couple wed last year at an event with 120 guests.
Daley’s publicist has been contacted for comment.
Since tying the knot, Black has moved to London to live full time with his husband, who now own a home together.
Daley is a dual world champion in the 10m platform and was the 2012 London Olympic bronze medallist in the same event.
He won another bronze medal in last year’s Rio Olympics in the 10m synchronised platform alongside fellow Brit Daniel Goodfellow.