Just days ago Colin Jost confirmed they were having a baby while performing a stand-up gig at Ridgefield Playhouse in Connecticut.
The couple had quietly married in October 2020 after three years of dating.
They have previously worked in the animated film Isle of Dogs, The French Dispatch.
Johansson, 35, and Jost, 38, have been together since May 2017.
No biography was found.