Elena announced the big news of her pregnancy Saturday on Twitter.
"I'm so excited to share our BiG news: 'We're expected a baby girl, a second little girl,'" the judge on Dancing with the Stars' Russian version tweeted along with a photo of the couple standing in the ballroom with the following caption: "My Family."
The new baby, due in late July, will join the couple's six-year-old daughter Olivia.
One day after Elena's post on social media, Gleb decided to share his feelings on Baby No. 2 via Facebook.
"Elena and I are so excited to welcome our second baby and are thrilled that Olivia is going to have a little sister. We've already bought baby dancing shoes and are overwhelmed by all the love the DWTS family have shown us," Gleb, 33, wrote.
Gleb is currently competing on Dancing with the Stars' 24th season with The Real Housewives of Beverly Hills star Erika "Erika Jayne" Girardi.
During last week's premiere, the couple received 24 out of 40 points from the show's judges for their salsa routine, which landed them tied for seventh place on the leaderboard out of the 12 competing couples.
"Erika is especially excited that Team PrettyXXpensive is adding a new member to the family!" Gleb added in his Sunday Facebook post.
In an interview with E! News, Gleb discussed how it feels to be expecting another daughter with Erika at his side.
"[It feels] amazing!" Gleb gushed. "I'm going to be a dad again. It's amazing. I [already] have a girl, and I think nothing is better than a little girl, and for daddys."
"That's true! Daddy's little girl," quipped Erika.
Gleb revealed that Olivia is "so excited" and "can't wait" to have a younger sibling. Olivia apparently speaks to mommy's belly and asks, "Can she hear me?! Can she hear me?"
Gleb added that he and Elena, who have been married for over 10 years, are currently thinking of names, and the pro dancer's main priority is "taking care of momma," according to the website.