The 38-year-old Australian actress announced the news in an interview with the Australian magazine Jones.
"I'm a little tired but feeling good," she told the publication. "Everyone was very sweet on set today, and you always get a little bit more attention when you're pregnant, which is fabulous."
Byrne already shares 18-month-old son Rocco with Cannavale, who is also dad to 22-year-old son Jake with ex-wife Jenny Lumet. The actress said her son inspired her to take a voice role in the upcoming animated movie Peter Rabbit.
"I've always wanted to do a kids' film," she said. "And I thought it would be sweet to do one now that I've had my own child."
Byrne previously said in a 2016 interview with Australia's The Daily Telegraph that having Rocco completely changed her life.
"How can it not?" the star said. "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."
"I was already becoming my parents, even before I had Rocco," she jokingly confessed. "You know how that happens? One day, you're like, 'I've turned into my parents!'"
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