Jacinda Ardern formed the government while in the throes of morning sickness, saying "it's just what ladies do".
At a stand-up outside her Point Chevalier home she said she knew about the pregnancy before the morning sickness hit and had hoped it wouldn't be as bad as it was.
"Let's just say I was not feeling well," she said.
The worst of the morning sickness was now over, she said.
Ms Ardern said she found out about the pregnancy on the evening of October 13 and told partner Clarke Gayford the news via Facebook.
She described the pregnancy as a "happy surprise", because they were previously told they would need help to conceive. Ms Ardern didn't want to go into detail on the issue, but said that since taking office they had put plans on the backburner.
She said that people who might be worried about her capacity to be Prime Minister and mother should note that no one detected that she had pretty bad morning sickness during the formation and early weeks of government.
The baby would likely take Mr Gayford's name, the couple said today, though Ms Ardern added she would try to slip her name in somewhere.
Mr Gayford will be the full-time caregiver of the child and said he is looking forward to the role.
"I can't wait to see what it involves... I'm pretty excited," he said.
The couple know the baby's gender but are keeping it to themselves for now.
There was no special reason for picking today to make the announcement, Ms Ardern said.
"I had to announce it eventually - there's only so long you can say you've been eating too many Christmas pies," she said.
Ms Ardern was quick to acknowledge that countless other woman have managed to juggle high-powered jobs and motherhood.
She pointed out that Dame Jenny Shipley had small children when she first entered office.
Ms Ardern said that when she goes back to work, Mr Gayford would travel with her as much as possible.