The Olympic heptathlon champion has released a statement to reveal the "very unexpected but exciting" news, and has confirmed that she will miss the Commonwealth Games in Glasgow this summer, but looks forward to defending her Olympic heptathlon title in Rio in 2016.
"I have some very unexpected but exciting news to share – Andy and I are expecting a baby," said the 27-year-old.
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"We are completely overwhelmed, with excitement and a degree of anxiety that I am sure all first time parents will relate to.
"My plans for 2014 have been completely turned upside down, but having had a couple of weeks to think about things from a career point of view I am 100 per cent set on returning to full time athletics once our baby is born and go for a second gold medal at the Rio Olympics in 2016 – that challenge really excites me.
"But in the short term I will make our baby a priority and enjoy the whole experience as much as possible.
"I am sorry I won't be in Glasgow for the Commonwealth Games, but know it will be an amazing occasion. I will be at home awaiting the arrival of a little Ennis-Hill."
When the well-wishes came flooding in on the Twittersphere as the news spread, Jessica thanked fans for their support.
"We're overwhelmed with all the lovely messages! So thank you all so much! We couldn't be happier. It's a very exciting time," she tweeted.
Jessica, whose gold medal winning heptathlon in London 2012 earned her a personal best and a national record in July, married her childhood sweetheart, Andy Hill, in May this year.
The happy couple, who tied the knot in a picturesque Derbyshire ceremony which was attended by about 100 guests, met when they were teenagers at King Ecbert School in Dore, Sheffield.
Since her triumphant summer at the London 2012 Olympics, Jessica has received a CBE for her services to athletics and joined the Queen to top a poll of the UK's most inspirational women.