The couple announced the news on Tuesday (January 17), admitting that while the pregnancy was unexpected, they are looking forward to becoming parents.
"We couldn't be more excited - or wildly unprepared. It's going to be fantastic!" the couple told People.
Walton will next be seen in NBC's Bent alongside Amanda Peet.
His other recent television credits include NBC's short-lived comedies Perfect Couples and 100 Questions, and he has also appeared in Cher and Christina Aguilera's Burlesque and teen comedy Fired Up!.
Delfino first came to prominence as a series regular on Roswell, later appearing on Quarterlife alongside Walton.
Walton and Delfino married in a lavish ceremony in Miami, Florida on March 18, 2011.