The 35-year-old actress and husband Chris Pratt - who married in July 2009 - are "very excited" about the impending new arrival and can`t wait to be parents to a son.
A source who revealed the baby`s gender to Life & Style magazine said: "She`s very excited about it.
"She`s six months along and everything is going great, just as planned.
"They`re both happy and are really looking forward to being parents."
Anna previously admitted her mother had been desperate for the `Dictator` star to give her a grandchild for some time.
She said: "Chris and I both want a family. Mom has been saying to me for some time, `You had better start soon.` "
Anna - who was previously married for three years to Ben Indra, before divorcing in 2008 - and Chris were only engaged for six months before getting married but the actress believes it was meant to be as they lives had so many similarities.
She explained: "When I fell in love with Chris it was great. We both grew up in little towns next to each other near Seattle and I found that very comforting.
"My marriage didn`t work out the first time round but I am still a big believer in marriage.
"We lead a boring life in LA on purpose. I never go out, I never go to premieres, don`t go to parties and don`t live a Hollywood lifestyle.
"My perfect night in is cooking dinner, drinking wine and watching movies - there is nothing I love more."