The supermodel who has two children, Henry, three, and Johan, two, with musician Seal, and Leni, four, from a previous relationship wasn't ready to tell people she was expecting when Seal let it slip during a concert.
The 35-year-old German beauty said: "I'm still in the very beginning. The news kind of came out faster than I wanted it to. My husband kind of surprised me and everybody at one of his concerts.
"He was just on tour so he told everybody. He's allowed to, obviously. We're very excited."
So far, Heidi's pregnancy has been easy. Her baby bump is still small and she is not suffering from morning sickness.
She said: "I do feel full of energy. I do go to bed very early - nothing to do with the pregnancy now. It has to do with having three small children at home.
"They exhaust you. I run after them and I want to entertain them all day. I drive them to school. Sometimes my life is spent more in the car than anywhere else."
But as much as she loves her family, Heidi is sure her next arrival will be her last and she is determined to keep the baby's gender a secret.
But as much as she loves her family, Heidi is sure her next arrival will be her last and she is determined to keep the baby's gender a secret.
She added to US TV show 'Extra': "That's pretty much it. I'm very happy with four. We're both happy with four. With four I think we're complete.
"I won't tell my husband the sex because he doesn't want to know, so therefore I can't tell anyone because people chat."