The actress, who recently became engaged to Cutter Dykstra, is expecting her first child with her new fiancé.
The Guys with Kids actress's pregnancy came as a pleasant surprise to some, an insider told Life & Style magazine.
"The pregnancy was a shock," the source said. "She just told the cast and crew of Guys."
The news comes after the couple announced their engagement via Twitter last month. Sigler and Dykstra - a minor league baseball player - have been dating for nearly a year.
A due date for the couple's baby has not yet been revealed.
Watch a clip of Jamie-Lynn Sigler in The Sopranos below: