The X-Men: Apocalypse star confirmed the good news during an interview with Jones magazine in Australia.
"I'm a little tired but feeling good," she told the magazine after doing a photo shoot with her brother George Byrne. "Everyone was very sweet on set today, and you always get a little bit more attention when you're pregnant, which is fabulous."
Byrne and Cannavale are already parents of 19-month-old son Rocco, and she was asked whether she expects her children to follow their parents, and uncle George, who is a photographer, into the creative arts.
"I remember doing the film The Rage in Placid Lake years ago with Ben Lee, about the kid who rebelled against his bohemian parents and became an accountant," she said. "Maybe my kids will want to do something really different, like run a granola company or become accountants themselves."
In a July 2016 interview with Australia’s Daily Telegraph, the Neighbors 2 star, 37, opened up about the challenges of motherhood.
“You have this huge responsibility you didn’t have before – there’s someone you have to keep alive! I also like to think Rocco has brought out better qualities in me,” Bryne said of her son.
The actress added that she leans on her mother and father for advice. “I was already becoming my parents, even before I had Rocco,” she joked. “You know how that happens? One day, you’re like, ‘I’ve turned into my parents!’”
In addition to their busy parenting schedule, Byrne and Cannavale also juggle two successful acting careers. The duo have worked together on three projects: 2014's Annie and Adult Beginners and 2015's Spy.
“I love working with Bobby. You know, aside from our personal relationship, he’s just a fantastic actor, ” she said of the Boardwalk Empire alum. “As actors, your schedules are often on other sides of the world, so we were in the same place for once. It’s nice for us.”
The couple, who maintain a relatively low-key relationship, became more open after Cannavale gushed over Byrne in his 2013 Emmy speech for Outstanding Supporting Actor, saying, “And I want to thank the love of my life, Rose.”
In a May 2014 interview with Elle Canada, Byrne revealed, “To be honest, I'm not naturally that much of a romantic person — Australians don't like making a fuss. I have trouble with things that feel very manufactured, like Valentine's Day. I'm trying to get better at romance."
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