Asked Wednesday whether they plan to settle in the U.S. or his native France, the pregnant actress, 29, said those aren't the only options.
"I don't know. Maybe neither, who knows?" she told Craig Ferguson on The Late Late Show. "I've been thinking lately that maybe it's good to move to some faraway country where you can ski. I was thinking, maybe it would be nice to move to Switzerland."
Johansson, who is promoting two new films, Captain America: The Winter Soldier and Under the Skin, didn't confirm her pregnancy during the appearance. But she did speak briefly about Dauriac, a French journalist who manages a creative agency.
"It's lovely to be engaged. It's a nice romantic time," she said, though she admitted: "My French is terrible."
Earlier this week, the actress was profiled in WSJ Magazine, where she spoke about juggling career and family in comments apparently made a few months ago.
"There must exist a world in which I can balance those things, be able to raise a family and still make a film a year, or work on my own, develop things, do theater," she said. "I want to be able to have it all."
She added: "I know that with that there will be some sacrifices. I know that's the struggle with working mothers and successful careers. It happens."