The 34-year-old shared her pregnancy announcement on Monday's breakfast show.
"We're about half way through now and baby's doing really well," Cooper told her co-hosts.
"Carl and I are so excited and so thrilled and blessed."
When Karl Stefanovic asked how she managed to keep her baby news a secret so far, Cooper noted that she didn't have much of a bump yet.
"It's just all in there somewhere," she said. "I just look like I've had few too many pies."
Cooper and her music producer husband Carl Fox are keeping the gender of their first child a surprise.
"[It's] been moving around and jumping around so much, either way it's got a whole lot of character."
The weather corespondent, who has experienced some morning sickness so far, says she is "forecasting a lot of sleepless nights".
She said, "I'm feeling pretty good, it's a whole new world pregnancy - it does all sorts of things to your body but I'm feeling pretty good."