"Jelena and I are truly blessed to soon become parents! My love is pregnant!," the world number two and six-times grand slam champion wrote on Facebook.
Federer, who had twins with wife Mirka in 2009, is expecting a third child in the coming weeks.
Serbian Djokovic is currently recovering from a wrist injury and recently played down fears he could miss the French Open, the only grand slam missing from his collection.
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