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Nealon, 53, a former regular on Saturday Night Live, married Yeagley, 35, who has cohosted World's Funniest Commercials with him, in the Italian lakeside town of Bellagio in 2005. After the ceremony, she told PEOPLE: "We're going to have many children."
In December, Nealon announced they were expecting on Late Night with Conan O'Brien.
JOSH & FERGIE: ROCKED BY SCANDAL
Did he cheat with a stripper?
Married less than a year, the couple denies an Atlanta woman’s claims that she and Josh had a fling
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