Leslie, who played Ygritte, the love interest of Harington's Jon Snow, on the HBO series, first revealed her pregnancy when posing with her baby bump in Make Magazine.
The magazine's fashion editor and fashion director, Ursula Lake, broke the news before the article hit the stands, writing on Instagram Saturday, "A very special all woman team photographic shoot capturing Rose at this wonderful time as she prepares for motherhood for the first time!"
Lake, who is also the art director and founder of the publication, posted a black-and-white photo of the Scottish actress, who is seen wearing an elegant beaded black gown, standing to the side and happily showing off her growing belly.
The question of whether or not fans will hear from Harington or Rose themselves about their journey to parenthood remains unclear, as neither one maintains a social media presence and both are famous for keeping their relationship out of the limelight.
The two met in 2011, when filming the second season of "Game of Thrones," and were romantically linked a year later.
Harington and Rose, both 33, made their red carpet debut as a couple in 2016 and married on June 23, 2018.