Credit: Daniel Boczarski/Getty Images

Pregnant actress Jennifer Connelly showed off her growing baby bump in Chicago Thursday.

Clad in a Lanvin dress, the 40-year-old actress was all smiles at the world premiere of her new film Dilemma in Chicago. ( first broke the news of her pregnancy).

Connelly, who is expecting her third child with hubby Paul Bettany, recently gave David Letterman an update on her pregnancy. See more photos of Jennifer's bump.

"I'm feeling great -- now," she told the late night host. "The first three months were very sketchy. You know how like you have your cell phone and you have to stand in one spot? It was like that with nausea."

"I had to stand in one spot, which happened to be in front of my refrigerator," she continued, "which was open with me dipping pretzels in cream cheese and stuffing them in my mouth."

Connelly and Bettany, 39, are parents to a 7-year-old son named Stellan. Connelly also has a 13-year-old son named Kai from a previous relationship.