Kelce posted a photo on Instagram of their daughters all displaying a wide range of emotions while wearing "Big Sister" sweaters and wrote, "I feel like we captured a very accurate representation of how each of the girls feel about getting another sister. At least Ellie, mom and dad are on the same page."
SEE ALSO | Retired Eagles center Jason Kelce to host late-night show on ESPN
Brittany Mahomes, the wife of Kansas City Chiefs star quarterback Patrick Mahomes, commented, "Ahhhhhh Congrats you guys."
Jason and Kylie got married in 2018 and have three daughters - Wyatt born in 2019, Elliotte in 2021 and Bennett last year.
Earlier this year, Kelce retired after 13 years in the NFL. His brother, Travis Kelce, whose relationship with Taylor Swift has caused a media circus around the family, is the Chiefs' tight end and coming off winning his third Super Bowl ring last season.
During his retirement speech, an emotional Kelce shared what it meant to him to be a father.
READ MORE | Video shows Jason Kelce seemingly smash man's phone after use of homophobic slur
"I think one of the best things a person can be in this world is a father," Kelce said. "A father who is present, loving, devoted - just might be the greatest gift a child could ask for in our society."
The couple did not announce when the baby is expected to be due.