The former Atomic Kitten singer and Snog Marry Avoid host confirmed the news on her Twitter page last night (August 28).
The 34-year-old wrote: "So tired, so pukey, so pregnant... so happy! x."
"Oh & it's twins!!!!! #arrrrrrrrrrrrgh," she added.
She later thanked her followers for their messages of support, saying: "Thank you so much for all your gorgeous messages - every single one made us smile!!!
"Even the 100s that said Double Trouble #welldoublescary."
Frost married Spanish scuba-diving school owner Vicente Juan Spiteri in Ibiza last year.
She has a 4-year-old son Caspar with her ex-partner Dominic Thrupp, to whom she was once engaged.
Atomic Kitten were rumoured to be planning a reunion this year, but a feud between Frost and Kerry Katona has allegedly delayed the comeback.