Showbiz
Rex Features
The actor's wife Maureen is due to give birth to the couple's first child in June.
The Shaun Of The Dead star was speaking backstage at the Brits after he had presented an award to Duffy.
Pegg said: "My wife is five months pregnant. We haven't announced it yet as we want to keep it hush-hush.
"I'm hoping for a baby girl, but I really don't mind what we have. We're thinking of having it in America as the baby will then have dual citizenship."
He added that he is looking forward to the birth and predicted that it will be "amazing".
Last month, it emerged that Pegg and Nick Frost have been cast in the upcoming Tintin movie.
More: Simon Pegg, Showbiz
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