Lloyd, 26, revealed the news on Twitter yesterday after pictures of the couple shopping for blue baby clothes surfaced.
"Thanks everyone for your lovely tweets about my column and the baby. We are so happy to say we are expecting a boy! A mini Jamie... can't wait," she wrote.
Writing in her Reveal magazine column, the Celebrity Big Brother contestant said: "Jamie and I are thrilled to announce we're having a boy! Last week we went for a 4D scan and saw his cute chubby cheeks!
"I asked Jamie if we could buy a scanner for home so we can see the baby every day. The nurse said Tom Cruise bought his wife Katie one when she was expecting. Jamie went a bit pale!
"I've already bought the baby a Liverpool kit with O'Hara on the back and Jamie got him tiny football booties. His wardrobe's bigger than mine already."
Lloyd and O'Hara, who started dating in early 2009, are planning to get married in 2011. Their baby is due on July 25.