Jennifer Gates is pregnant with her first baby with husband Nayel Nassar.
The 26-year-old, who is the daughter of billionaire Bill Gates and his ex-wife Melinda, announced the news on Instagram as she cradled her blossoming bump.
She was pictured posing next to equestrian Nayel, 31, in the backyard of the family's sprawling 142 acre home in North Salem, New York.
Jennifer captioned the photo simply: "Thankful."
Another photo showed Jennifer gazing down happily at her bump in an olive dress.
Her mum commented on the post, writing: "I couldn't be more excited to meet this little one and watch you two become parents.
The couple's friends also flocked to the comments to share their congratulations, with one writing: "I am overjoyed for you, we need wonderful people to make more wonderful people sending so much love."
While another commented: "Congratulations guys @jenniferkgates @nayelnassar."
A third wrote: "Congratulations!!!! May God bless your family abundantly."
Jennifer's parents Bill and Melinda shocked the world after announcing the end of their marriage after 27 years last year.
The Microsoft founder and his philanthropist wife are worth a staggering $130bn (£93bn) - which made it one of the biggest divorces in history.
Their statement read: "After a great deal of thought and a lot of work on our relationship we have made the decision to end our marriage.
"Over the last 27 years, we have raised three incredible children and built a foundation that works all over the world to enable all people to lead healthy, productive lives.
"We continue to share a belief in that mission and will continue our work together at the foundation, but we no longer believe we can grow together as a couple in the next phase of this lives.
"We ask for space and privacy for our family as we begin to navigate this new life."
As well as Jennifer, the couple have two other children - 23-year-old son Rory and Phoebe, 20.
The couple have three kids; Jennifer, 25, Rory, 21, and Phoebe, 18. Melinda, 56, is nine years younger than Bill.