The actress insists she's "feeling good" and bathing in all the love and support from fans, family and friends.
"Just the outpouring of love and support has been really amazing," she tells Access Daily. "There has been a really big mom tribe that comes up."
"I've heard about it, but they really come up in full force. There's a really great dad tribe too, everyone (who) comes up is really supportive and it means so much to me."
Munn told the entertainment news show she hasn't decided if she'll find out the sex of her first child, adding, "It's a good surprise to find out, there's very few surprises in life."
She insists her dogs, Chance and Frankie, will be surprised when she becomes a mum because they don't seem to have an idea she is with child.
"People tell me that your dogs can pick up on those kinds of things but they've been walking over my stomach; they don't care," she chuckles. "They have no idea what's happening."
John Mulaney and Olivia Munn sparked romance rumors after he split from wife Anna Marie Tendler earlier this year. "I think what's more surprising is how much is incorrect," Olivia responded back then.
Late last year when he entered rehab for alcohol and drug addiction, the actress gave him encouragement, "Sending SO MUCH love and support to John Mulaney. You got this."