The actor - who plays Ted Chaough in the AMC drama - announced the news on his Twitter page in the form of a spoof movie poster.
Oh yeah... This is happening. pic.twitter.com/1SVNRmwiL4
— Kevin Rahm (@KevinRahm) April 6, 2014
The poster revealed that the couple will welcome their first child - a daughter - in September.
Rahm has thanked his followers for their well-wishes since the announcement, retweeting several messages of congratulations.
He married Lonkar Rahm in 2012 after more than five years together.
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Rahm starred as Lee McDermott in Desperate Housewives until the series ended in 2012, as well as appearing in Judging Amy and The Mentalist.
He will also star in Jake Gyllenhaal's Nightcrawler, in which he plays a news channel editor.
Rahm defended his Mad Men character last year, after the season six finale saw Ted break off his affair with Peggy (Elisabeth Moss) to make a new start with his wife in California.
"I still love Ted. I think he's doing the best he can," Rahm said. "He's doing what he thinks is right."
Mad Men returns on April 13 on AMC in the US and on April 16 on Sky Atlantic in the UK.
