The former adult movie star was "shocked" to discover she is expecting her first child with her boyfriend, mixed martial arts fighter Tito Ortiz.
She said: "Yes, I can confirm I'm pregnant. It's still early, so I'm being cautious. I'm resting as much as possible. I'm so happy! We are still in a state of shock."
Jenna, who has been dating Tito for two years, is determined to remain as healthy as she can until the baby arrives.
She added to Us Weekly magazine: "I'm just staying super-healthy. I have moved down to the beach with Tito - I love being by the beach."
The 34-year-old star insists she is in no rush to marry Tito and plans to emulate Angelina Jolie, who has six children with long-term partner Brad Pitt.
Jenna said: "I think I'm going to stay unmarried and just go for the babies!
I'm following in Angelina's footsteps!"
The blonde beauty has also dismissed reports surfacing earlier this month that claimed she was pregnant.
Jenna said: "Funny enough, that story was fake, but I just found out I am pregnant."
Jameson decided to retire from making pornographic performances in January this year.