"We are excited to experience our biggest adventure and a new wonderful journey," Sagström writes on Instagram.
"Hopefully everything will continue to go well and we will welcome our baby boy in September."
Madelene Sagström, 33, is ranked 54th in the world and has won two events on the US Tour. She has played in three consecutive Solheim Cups but is likely to miss this year's edition of the prestigious meeting between Europe and the US, which will be held in the Netherlands from 7-13 September.
