The 30-year-old is expecting a baby with fellow actor Tom Sturridge, Miller's stepmother Kelly Hoppen said.
Hoppen told the Evening Standard: "Sienna is definitely not engaged or getting married, and she is pregnant."
Miller and her sister Savannah recently left their jobs as co-creative directors of their Twenty8Twelve fashion label. It will continue under the name Twenty8Twelve London.
Sturridge and Miller were first reported to be expecting a child together earlier this month.
The pair's representatives have not commented on the news.
The actress ended her on-off relationship with actor Jude Law a year ago.
> Sienna Miller 'baffled and intimidated' by press intrusion
Watch Sienna Miller at the Leveson Inquiry below: