The Mad Men actress will welcome the baby later this year, though it is currently unknown who the father is.
"January Jones is happy to announce that she is expecting her first child this fall," her rep told People in a statement.
"She's really looking forward to this new chapter in her life as a single mum."
Jones previously dated Saturday Night Live actor Jason Sudeikis, though the pair split in January 2011.
She has confessed that she prefers herself stick thin and went on an intense diet to prepare for her role in X-Men: First Class.