The "Ant-Man" actress made her baby bump debut on the red carpet at the Marvel Studios' film premiere yesterday in Los Angeles.
Lilly is already mom to 4-year-old Kahekili with partner Norman Kali, a production assistant she met on the set of hit TV series "Lost," according to People magazine.
While she tells the magazine that she's feeling "wonderful," she also admitted that her second pregnancy has been a little different from her first.
"My first one, I was 30; now I'm 35," she tells People. "I'm much more tired this time. The last time I was off work, I had no children, I had a partner who was busy working 18 hours a day, so I had all day to meditate and love on my baby and just be pregnant."
"This time, I have a 4-year-old I'm running after, I'm working full time and I have a stay-at-home daddy so he's always around," she continues.
Lilly has also admitted that she would like to have more children, and said in an earlier interview with Ocean Drive magazine that she and Kali had considered adoption before her latest pregnancy.
"I wanted to adopt four," she says. "[However], my partner and I have really been through the wringer in the adoption world, and it's hard, so we'll see what happens."
That said, the actress and children's book author — her first book was "The Squickerwonkers," and she has more writing deals in the works, according to People — is happy with how things are working out for her.
"Life is magically beautiful," she tells Ocean Drive, "and it brings you what is perfect."