Campbell Brown is pregnant.

The 40-year-old CNN anchor made the big announcement during her appearance on The Daily Show with Jon Stewart Monday night.

“I’m pregnant! We just came out of the closet, so I’m happy to share the news. We’re pretty excited,” Campbell to the audience.

Campbell is married to Fox News analyst Dan Senor. The couple already have one son, Eli James, who is 10 months old.

She is due in April.