The news about the actor's anticipated baby came barely a week after his wedding to wife, Joana Pak.
The news is coming a week after the couple's marriage on December 3, 2016, according to reports.
Yeun is expected to have more time on his hands after his exit from "The Walking Dead", a popular television series that has had film lovers glued to their screens for years.
The actor however has three projects in post-production.
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They include the upcoming Netflix's "Okja", featuring Jake Gyllenhaal, Tilda Swinton, Paul Dano and Giancarlo Esposito.
Other TV series he has featured are "The Big Bang Theory", "American Dad", "Comedy Bang! Bang!" and many others.