The `Mulholland Drive` director and his wife Emily Stofle are due to welcome their baby into the world in August and the happy couple cannot wait to meet the new arrival.
A statement read: "The couple are thrilled at the news and looking forward to meeting their first child together."
Although the baby is the couple`s first child together, Lynch has three children from previous relationships.
The `Elephant Man` director has an adult daughter, director Jennifer Chambers Lynch, with his first wife Peggy Lentz; he has a 30-year-old son, Austin Jack Lynch, with second spouse Mary Fisk and in 1992 he had another son, Riley Lynch, from his relationship with Mary Sweeney - who worked with him as the co-writer and producer of `The Straight Story`.
Lynch met Emily when she appeared in his 2006 film `Inland Empire`, and they married in February 2009.