"I'm just starting to pop," the actress, 31, who is pregnant with boyfriend Matthew Bellamy's child, says in an interview airing Friday on Britain's The Graham Norton Show.
"It feels like a girl, but I don't know. Ryder thinks it's a girl," she adds, referring to her 7-year-old son with ex-husband Chris Robinson.
Hudson and Bellamy, the frontman for the rock band Muse, even have a few names picked out. "But we're not telling anyone," Hudson says. "People tell you so much [when they're pregnant], it drives me nuts."
The Golden Globe-winning actress also puts to rest rumors that she and Bellamy recently got engaged. "No, no, not that I know of!" she says. "I don't like putting that sort of pressure on it, and I don't feel it necessary to get married."
She adds: "I am 31, I already have one child and have had one divorce, so it is not necessarily the golden ticket. I just want to be happy."
Of Hudson, an on-set source said pregnancy seems to agree with the actress. "Kate was so lovely and happy," says the source. "Everyone commented afterwards at how beautiful she looked pregnant. She was literally beaming."
With reporting by DIMI GAIDATZI