Sources say the news, which was first reported in an American magazine, caught Britney completely off guard.
Family matters: Britney Spears' younger sisiter Jamie Lynn is pregnant at 16
A friend said: "This is going to kill her. In the end, she'll be supportive, but this is a big shock."
A high school student who lives in Louisiana, Jamie Lynn Spears reportedly met the father, Casey Aldridge, the son of a Tennessee papermill worker, at church.
Jamie Lynn told the US edition of OK! magazine: "It was a shock for both of us, so unexpected. I was in complete and total shock and so was he."
Parents in waiting: Jamie Lynn with her boyfriend Casey Aldridge
“As soon as I found out for sure from the doctor, I took two weeks to myself where I didn't tell anybody.”
“Only one of my friends knew because I needed to work out what I would do for myself before I let anyone's opinion affect my decision. Then I told my parents and my friends. I was scared, but I had to do what was right for me.”
Her mother Lynn Spears says: “I didn't believe it because Jamie Lynn's always been so conscientious. She's never late for her curfew. I was in shock. I mean, this is my 16-year-old baby.”
Nickelodeon said in a statement: "We respect Jamie Lynn's decision to take responsibility in this sensitive and personal situation. We know this is a very difficult time for her and her family, and our primary concern right now is for Jamie Lynn's well being."
Her big sister, Britney may not be the best source of parenting advice.
The 26-year-old pop star lost primary custody of her two sons, aged 2 and 1, to ex-husband Kevin Federline after their divorce last year and is engaged in a bitter custody battle that has shone a harsh spotlight on her maternal shortcomings.
Zoey 101, which wrapped production on its fourth and final season in September, revolves around a headstrong student at a co-ed boarding school in California.