The baby is expected in summer 2015.
Madeleine's first baby, Leonore, was born 20 February 2014.
Madeleine will turn 33 next June and is the third and youngest of the Swedish royal children. She is fourth in line for the throne, after crown princess Victoria, princess Estelle and prince Carl Philip.
The new baby would be sixth in line to the throne, unless the Crown Princess has more children.