Sophie, 42, and her husband Prince Edward had made no secret of their longing for another baby after the birth of their daughter Louise three years ago.
But friends said that after undergoing unsuccessful fertility treatment, the couple had all but given up hope.
Yesterday, the countess, who was carrying out an official engagement in the rain at the Royal Agricultural Show in Warwickshire, was said to be “smiling ear to ear” as the news of her pregnancy was made public.
There was certainly no sign of her putting her feet up despite the difficulties she has experienced in previous pregnancies.
The countess lost her first baby and almost died in 2001 when she suffered an ectopic pregnancy – where the fetus grows outside the womb – and had to be airlifted to hospital.
She spoke afterwards of her great sadness and said she would consider undergoing IVF treatment to conceive.
The baby was delivered by emergency Caesarean section and taken to a neo-natal unit at another hospital.
Sophie, who was dangerously ill, was separated from her daughter for six days. Lady Louise was allowed home two weeks later when she reached the crucial weight of 5lb.
The traumas associated with the birth have made Lady Louise all the more precious to her parents – and grandmother, the Queen.
“She is adored by everyone and is the apple of the Queen’s eye,” a friend of the couple said.
“Sophie and Edward felt they were lucky to have a beautiful child already. Having another baby was in the lap of the gods.”
The Queen and Prince Philip – for whom the new baby will be their eighth grandchild – and Sophie”s widowed father, Christopher Rhys-Jones, were the first to hear the news last weekend.
All are said to be “thrilled and delighted”.
Sophie and Edward, 43, who married at St George’s Chapel in Windsor in 1999, waited until the countess was 12 weeks pregnant to tell their families because “they wanted to be cautious and fine first”, a spokesman said.
The countess’s age means that the risk of complications have increased.
Older mothers are much more likely to miscarry, with some studies putting therisk at one in three pregnancies, and the chance of giving birth prematurely also rises.
But Sophie, who ran a PR company before her marriage, is determined to carry on with her royal duties.
Her spokesman said: “She is not putting up her feet. She is going to carry on official engagements as long as she can. She is feeling absolutely great and is completely over the moon about the baby.
“She loves children and has made no secret of the fact that she wanted more.”
She added: “I don’t know about morning sickness, she looks absolutely fantastic and is smiling from ear to ear.”