The 32-year-old actress – who has a seven-year-old son Ryder from her marriage to ex-husband Chris Robinson - is expecting a baby with her fiance Matt Bellamy and is amazed she is already nearing the end of her pregnancy.
She said: "Were getting close – weeks. Getting close enough to almost not be able to fly. I don't feel prepared. I can't believe how fast it's gone."
Kate and Matt have been dating for a year and she was amazed at how quickly she fell for him because she was enjoying her life as a single woman before she met the musician.
She told TV talk show host David Letterman: "I was so excited to be single.
"And of course that's when you meet this amazing love. There he is - 'I love you'. Next thing you know, you're knocked up!"
Kate – who only revealed yesterday (27.04.11) she had got engaged to the Muse frontman last week – feels "lucky" to have someone like Matt as her lover.
She said: "He's a lovely, lovely man, English boy, a musician, and he's wonderful. I feel very lucky."
As the due date approaches, Kate still thinks she is expecting a baby girl, and joked she expects the new arrival to be "wild", following in the footsteps of the other women in her family, including her mother Goldie Hawn.
She said: "It means what's inside of me is wild."