Mauresmo, 35, made the announcement on Twitter.
“Baby will be here in august ! #pregnant So happy,” she tweeted.
The former French tennis star and world number one, who won Wimbledon and the Australian Open women’s singles titles in 2006, was appointed as Murray’s coach last summer.
It is not known at this stage how Mauresmo’s news will affect, if at all, Murray’s schedule this season.
The baby, though, is due less than two months after Wimbledon, when Murray will bid to reclaim the crown he memorably won by beating Novak Djokovic in 2013.