Scarlett also shared the same photo along with the caption: "Cooper and I are delighted to share that we have a little one on the way. Our hearts are filled with gratitude and joy, and the two of us can't wait to meet the newest little Hefner."
The couple tied the knot during a civil ceremony in Los Angeles last November.
"Scarlett and I have made it officially legal and the two of us could not be happier," Cooper captioned a photo of himself and Scarlett at the courthouse.
"Cheers to a life full of love, happiness, adventure, and great purpose, Mrs. Hefner. I love you dearly and very much look forward to planning our wedding celebrations in the months ahead. I love you, Scarlett."
The couple have been together for over six years, with Cooper popping the question in 2015.
Cooper, whose mother is Hugh’s second wife ex-wife and 1989 Playmate of the Year Kimberley Conrad, took over the Playboy Enterprises in 2016, less than a year before his father’s death.