Clinton’s baby on the way will join daughter Charlotte, 4, and son Aidan, 2.
Clinton and Mezvinsky, a hedge fund executive, married in 2010.
Back in 2015, shortly after giving birth to Charlotte, Clinton told PEOPLE that being a mum changed her world.
“I didn’t know I could care more intensely about anything until I became a mum,” she explained.
“Somehow I love my husband even more, I love my parents even more. I feel even greater urgency about the work that I do, particularly around women and girls being a mum of a daughter.”
“And I think my love for Charlotte has just opened more space in my heart and my brain that I didn’t even know was there.”