The couple, who already have a five-year-old daughter Willow, tell the magazine they initially turned to IVF after first failing to conceive but when that failed, Sophie ended up falling pregnant naturally.
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"I would always say to Sophie: 'I know in my gut and in my heart of hearts that we are going to have more children,'" Shayne tells HELLO! from the couple's home in Cheshire.
"There was no two ways about it. We never gave up. It's been a whirlwind. And 16 years after I appeared on The X Factor, I have a beautiful family and one on the way. I am on cloud nine. It's amazing that we're going to have another girl to add to the Ward clan."
Willow wants to name the baby Aurora
Willow – who wants to name the new baby Aurora, after the Disney princess - can't wait to be a big sister. "We said to her: 'What have you always wanted?' and she said: 'A baby sister!'" Shayne says. "So we told her that there was one in mummy's tummy and her face just lit up. She had the biggest smile!"
Sophie adds: "She keeps saying: 'Can I just speak to Aurora?' And then she kisses my tummy."
Sophie is due in May
In the interview, the couple also recount their gruelling experience of IVF. "It was one of the most emotionally draining things we have ever been through," Sophie explains. "And for Shayne, it was quite a hard process because he wasn't physically going through it but it was just as tough for him."
"Basically, it's in the hands of God in a sense," Shayne explains. "I always knew a good thing was coming."
The couple went through IVF before naturally falling pregnant
That attitude buoyed Sophie up on her tough days. "My mental health was probably on the floor. If it hadn't been for Shayne and Willow..." she admits. "I've never felt so depressed and low in my whole life. I think it was Shayne's positivity and belief that kept me going. I would be saying: 'We need to accept this might not happen,' and he would refuse."
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