The news means she will be the first US senator to give birth while in office.
Only nine other female have had babies while serving in Congress - all when sitting in the House, not the Senate.
She is already the first ever disabled woman elected to the Senate, having lost both her legs while serving as a US army helicopter pilot.
Mrs Duckworth is also the first member to be born in Thailand. Her mother is of Chinese descent and her father is an American veteran who served in both World War II and the Vietnam War.
'About damn time'
Speaking to the Chicago Tribune, Mrs Duckworth said it was "about damn time" that a female senator gave birth while serving.
"I can't believe it took until 2018. It says something about the inequality of representation that exists in our country," she said.
Image copyrightBRENDAN HOFFMANImage captionShe was the first female double amputee from the Iraq war after her Black Hawk helicopter was shot down in 2004
"Men have been having children while they've been in office," she said.
"I hope if anything comes out of the Women's March, it's that we get more and more women running for office. It would be good to have some company here."
The 49-year-old was elected to the US House of Representatives in 2012, serving two terms before running for Senate.
Former US President Barrack Obama made a campaign appearance alongside Mrs Duckworth in the 2016 election, where she won his old Illinois senate seat back for the Democrats.
She had previously served as his assistant secretary of veterans affairs and led Illinois' veterans department before that.
Announcing on Tuesday that she was almost six month pregnant, Mrs Duckworth told the Chicago Sun Times that she and her husband struggled to conceive their second child.
Their first daughter, Abigail, was born through fertility treatment in 2014, when Mrs Duckworth was 47 and serving in the House.
"I've had multiple IVF cycles and a miscarriage trying to conceive again, so we're very grateful," she told the newspaper.
She also revealed that she miscarried during her ultimately successful campaign for a senate seat in 2016.
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