The Israeli-born, New York-raised actress, who celebrated her birthday last Thursday, announced in December that she was pregnant and planned to marry Millepied, 33, a well-regarded ballet dancer.
In Oscar acceptance speech in February, she paid tribute to "my beautiful love, Benjamin Millepied, who has now given me my most important role of my life."
She won in the best actress category for her performance as a delusional and a self-mutilating ballerina in Black Swan, Darren Aronofsky's psychological thriller.
Although the pair are known for being protective of their privacy, they recently made public their joy at the prospect of becoming first-time parents.
"I have always kept my private life private but I will say that I am indescribably happy and feel very grateful to have this experience," Portman said when announcing her pregnancy.
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