The actress is set to wed ballet choreographer Benjamin Millepied, and the couple are also expecting their first child in spring 2011.
Natalie told EW.com: “I have always kept my private life private but I will say that I am indescribably happy and feel very grateful to have this experience.”
The pair met on the set of ‘Black Swan’ last year, in which Natalie portrays a troubled ballet dancer and Benjamin – who is classically trained and studied at the School of American Ballet as a teenager - was one of her choreographers on set.
The couple have kept their relationship out of the public eye, and did not even pose together on the red carpet at the film’s premiere, but 32-year-old Benjamin - who was born in France - has revealed he was “blown away” by Natalie’s acting ability and insists she was “amazing to watch”.
Natalie, 29, trained for up to eight hours a day for her role as the character Nina in ‘Black Swan’ and claims living the "monastic" life of a ballet dancer helped her get into the right mindset for the role.
She explained: "You are constantly putting your body through extreme pain, so you get that understanding of the self-flagellation of a ballet dancer."
Israeli-American Natalie has also previously said she would like to raise her children in the Jewish faith.
She said: “A priority for me is definitely that I’d like to raise my kids Jewish, but the ultimate thing is to have someone who is a good person and a partner.”