The actress announced in July that she is expecting her first child with husband Hugh Dancy.
However, appearing on Live With Kelly, Danes explained that she has managed to keep her "soccer ball" bump hidden.
"I've been pretty fortunate thus far," People quotes her as saying. "We're in the middle of filming our second season and luckily we've been able to conceal it.
"It's now getting to the point where I'm looking a little knocked up. They haven't written it in, but they'll be able to manipulate it in post [production] and do some CGI trickery and make Carrie not so pregnant."
Danes also joked that she is keeping the sex of her baby a secret, saying: "It is a human being, which is a profound relief."
Danes and Dancy married in 2009 after dating for two years.