The 53-year-old actor confirmed that 39-year-old Grigorieva is pregnant on Monday night's airing of "The Tonight Show" with Jay Leno.
"This is true, we're having a child," Gibson said. The baby will be his eighth.
Gibson's wife, Robyn, cited irreconcilable differences in her April 13 divorce petition to end their 28-year marriage.
The Oscar winning actor has seven children with Robyn, but the couple has been separated for almost three years.
Teased by Leno about having so many children, Gibson said, "I guess I'm the OctoMel now."