This will be the first child for Cotillard and her boyfriend, actor-director Guillaume Canet. The two have been together for three years.
Cotillard, 35, and Canet worked together on the 2003 French film, "Love me if you Dare."
Cotillard won an Oscar for her portrayal of Edith Piaf in "La Vie en Rose."
Cotillard's recent credits include "Inception," "Nine" and "Public Enemies."
The Associated Press contributed to this report.