Chelsea Clinton announces she is pregnant

Chelsea Clinton, daughter of former US president Bill Clinton, has announced that she and her husband Mark Mezvinsky are expecting their first child.

Chelsea Clinton says she and her husband are expecting their first child. (AAP)

Bill Clinton, the former president of the United States, is set to become a grandfather.

His daughter Chelsea is pregnant with her first child.

The former First Daughter, aged 34, made the big announcement during an event in New York on Thursday.

"Mark (Mezvinsky) and I are very excited that we have our first child arriving later this year..." Chelsea Clinton said.

"I just hope that I will be as good a mum to my child and hopefully children as my mum was to me."

Clinton and Mezvinsky married in 2010.