Hathaway, 29, and Shulman, 31, went for dinner with their family and some close friends on July 12 and the couple had arranged the occasion to announce the happy news.
"Not only did both Anne and Adam have their parents at dinner with them, which is unusual, but the amount of enthusiasm and excitement made it clear that they were celebrating some major news, and while everyone else sipped on wine at dinner, Anne didn't drink any alcohol, which is an indication that she could be pregnant," a source said.
Hathaway and her actor boyfriend have been together since 2008 and have been engaged since last November. The couple are yet to set a date for their wedding.
Photos: Katrina Kaif, Shamita Shetty at Mumbai airport
Photos: Varun Dhawan, Alia Bhatt promote 'Badri...' on 'Dil Hai Hindustani'
In pictures: 15 facts about kissing that will surprise you
Photos: Shahid Kapoor and Mira Rajput at cafe in Bandra
Photos: Deepika Padukone, Neha Dhupia and Soha Ali Khan at event