Holden, who with Walliams has been rehearsing for this year's Royal Variety Performance, said she had seen scans of the "good-looking" - and tall - baby.
She said: "He's delighted. I think he's nervous. We saw some really cute scan pictures the other day.
"It's a gorgeous, good-looking baby. I'm sure it's going to be massively long and tall. So good luck with that, Lara."
Holden added: "He'll be an excellent dad. He's ridiculously in love with Bert, his dog, so he probably needs a human to put some love into as well."
Holden is introducing some of the acts at the Royal Variety Show, hosted by Walliams, which is being filmed at the Royal Albert Hall for broadcast on ITV1 next month.
Walliams, who married Dutch model Stone two years ago at Claridge's hotel, recently announced on Twitter: "Some wonderful news. My beautiful wife Lara is pregnant. We are having a baby! It is due next year and we both couldn't be happier. Dx".