The Puerto Rican singer, 47, spilled the beans while accepting an award during the Human Rights Campaign National Dinner in Washington DC at the weekend.
He told the crowd: “My family’s here… My husband Jwan, I love you.
“My beautiful twins, Valentino and Matteo, they’re also here.
“I love you with all my heart, you’re my strength, you inspire me every day, you motivate me to keep doing what I’m doing and you guys are amazing kids. You guys are amazing. I love you.”
He said the couple’s nine-month-old daughter Lucia was at home with her grandmother.
“She is also the light of my life,” he said.
“And by the way, I have to announce that we are pregnant,” he added as the audience cheered.
“We are waiting… I love big families.”
Martin welcomed twin sons Valentino and Matteo in 2008 and daughter Lucia was born late last year.