“We would like to share our love and happiness. We have been blessed two times over,” the 35-year-old wrote.
“We are incredibly grateful that our family will be growing by two, and we thank you for your well wishes.”
The statement was signed “The Carters”.
Beyonce and her husband Jay Z, real name Shawn Carter, already have a daughter, Blue Ivy, who was born in 2012.
She revealed that pregnancy at the MTV Video Music Awards in 2011.
Beyonce is nominated in nine categories at the Grammy Awards at was expected to perform at the ceremony on February 10.
She is also due to headline the Coachella music festival in southern California in April.