The babies are expected this winter and are the first children for the duo.
Romijn and O'Connell met at a party in 2004, after she divorced first husband John Stamos. O'Connell proposed a year later, and the pair married in an intimate LA ceremony in 2007.
Just a little less than two weeks ago, O'Connell tried to make like they were still trying to conceive, but obviously they must have already known about their impending arrivals.
"It would be amazing if it happened," he told Us magazine at the Much Love Animal Rescue's "Bow Wow WOW!" event in L.A. July 19. "I hope it does happen."
So what's the secret to their happy marriage? "We have a lot of fun together. I really enjoy being with her. I think Rebecca really enjoys being with me."
O'Connell is sue to star in a new Fox sitcom "Do Not Disturb" this fall. Romijn will star in the November drama "Lake City" and will reprise her guest spot on "Ugly Betty" in the fall.
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