This will be the Danish actress’s fifth child, but her first with her current husband, who she married in 2006.
She is best known for starring in Rocky IV and Cobra alongside Sylvester Stallone, who she later married in 1985.
Nielsen has also had a successful modelling career, appearing in Playboy magazine on several occasions.
She is most well-known for her involvement in reality television and came third on the UK’s Celebrity Big Brother in 2005 – having been beaten by Happy Mondays’ Bez and Blazin’ Squad rapper Kenzie.
In 2008 she took part in Celebrity Rehab with Dr Drew, which saw her and other celebrities deal with recovery from drug and alcohol addiction.
She also took part in the German version of Strictly Come Dancing in 2010 and won the German version of I’m a Celebrity Get Me Out of Here in 2012.
Nielsen joins a number of high-profile women having babies later, including Janet Jackson and Rachel Weisz.
Weisz announced in April that she was expecting a baby with husband Daniel Craig at the age of 48.
Janet Jackson gave birth for the first time last year, aged 50, to son Eissa Al Mana, having scrapped her 2016 world tour to focus on family planning.
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Source: BBC