The Atonement star married Righton, the co-vocalist and keyboardist from the UK band Klaxons, last year. They began dating in February 2011.
Pregnancy rumours have been circulating for weeks but Knightley is now said to be around three months pregnant.
The actress made headlines earlier this year after posing topless and refusing to be photoshopped in a bid to raise awareness of body image and retouching.
She has recently scored a Screen Actors Guild best supporting actress nomination for her role in The Imitation Game.