This post deals with addiction, post-natal anxiety and miscarriage which might be triggering for some readers.
The couple, who share daughters eight-year-old Sailor and four-year-old Scout, announced their newest family member is due in March 2021.
"So, we have some news. Our mum is pregnant! And mum's really sick. And she's been resting for days," the couple's two daughters explained in a video shared to Instagram.
"It's so exciting that she's got a baby," they added.
"We're so excited to play with it and look after it."
On Tuesday, Chezzi opened up about the struggles the couple went through to have another baby, sharing they suffered three miscarriages before finally falling pregnant.
"I speak to people all the time who have struggled to fall pregnant," she said on her and Grant's new podcast It's All True?.
"It becomes a really big obsession, because you don't understand why it happens for some people and it doesn't happen to you."