The company had no immediate statement on the news beyond Mayer's post. Mayer has previously said she would take limited time away as she works toward turning around the company's struggling online ad business.
Yahoo shelved plans on Wednesday to spin off its stake in Chinese e-commerce giant Alibaba amid pressure from activist investors worried about billions of dollars in taxes. Instead, it said it is looking at creating a separate company to hold the rest of its assets.
"Since this is a unique time in Yahoo's transformation, I plan to approach the pregnancy and delivery as I did with my son three years ago, taking limited time away and working throughout," Mayer wrote in a blog post when she announced she was pregnant.
Mayer, 40, was pregnant when she joined Yahoo as chief executive officer in July 2012. She gave birth to a baby boy in September that year.
Mayer worked from home after the birth and came back to the office two weeks later.