The Emmerdale and Hollyoaks star who are relocating to Australia next month with son Taylor and daughters Ruby and Matilda, found out the sex of her fourth child with Kewell recently.
The Herald Sun has claimed that the couple have already told close friends and family that they are having a girl.
After her latest scan, Murphy wrote on her Twitter page: "My scan went so well today...everything is great. I found out the sex but need to tell family and friends first then I'll let you know." She later wrote: "I never found out with the first but I have done now. I can never wait!"
The actress said that although she previously felt like "there's two [babies] in there", she now know that "it's defo (sic) only one", adding that she feels "huge but it's worth it". She also revealed that baby number four will be "the last".
Since Kewell has already left the UK for Australia to join new football club Melbourne Victory, Murphy has revealed that she missed him at the scan appointment.
She said: "I wish Harry was there with me but I had the next best thing... my mum! I'm rubbish without him. But the kids are keeping me busy."
Murphy also responded to reports of her landing a role in Aussie show Neighbours, saying: "Not sure about Neighbours...I think I'm too pregnant to be in it!"
> Murphy, Kewell ready for fourth child
> Sheree Murphy 'grateful for low profile'