The 34 year old and her husband Orson Salazar became parents for a second time last July (09) when daughter Ava was born in Madrid, Spain.
But they are now preparing for another arrival in September (10) - and Vega admits the baby news came as a bit of a shock.
She tells Hola! magazine, "It's a surprise. This baby came a bit soon, but we're thrilled and happy."
And the couple is hoping baby number three will be a boy, a little brother for their two-year-old son Orson.
Vega adds, "Orson prefers a boy. Personally I have always liked boys, but if it's a girl, marvellous, because I was raised among women."