"Thank you so much for all ur wishes and prayers. Its an awesome time in life right now and Mahesh and I r both very excited abt the baby!:-)," tweeted Dutta.
She is even attending special gym sessions for would-be mothers.
"Super session in the gym! Feels good 2 work out even now!:-) All mommies 2 b, continue 2 exercise SAFELY thru ur pregnancy with proper guidance," Dutta tweeted on Friday.
Meanwhile, actor Abhishek Bachchan, whose wife Aishwarya Rai is also expecting, congratulated her.
"paaji! CONGRATULATIONS!!!!!! welcome on board," Bachchan tweeted.
Indian Tennis star Mahesh Bhupathi (37) and former Miss Universe Lara Dutta (33) finally tied the nuptial knot this February in Mumbai.
The couple had a registered marriage in Bhupathi's Mumbai residence, which was attended by the family members of the bride and groom.