Sam Bailey, 36, who won the singing competition last year, says she discovered she was pregnant in a toilet in Asda.
Whilst shopping with her husband Craig, Sam mentioned she might be pregnant again, and the pair rushed to get a test whilst they were still in the supermarket.
'I went and did it in the toilet while he was getting all the food.'
'I came out and went , "Yep - I'm pregnant." It wasn't planned.'
But the X Factor star said she was worried to share her news because she felt like she's let everyone down.
'They were really good about it. I was going to go on tour solo at the end of October - but I have managed to move it to January.'
Sam says the baby will be due around New Year's Eve.
The singer from Leicester is already a mum to Brooke, eight, and Tommy, five. She also spoke about her heartbreak of having an miscarriage a few years ago.
According to Sam, the first person she told the news to after husband Craig was her X-Factor mentor, Sharon Osborne.
'I'm quite close to Sharon,' she said. 'We speak quite a lot. She's my confidante and know's about the pregnancy.'
She also joked that she could teach new dad Simon Cowell how to change a nappy.'