Kenan Thompson and wife expecting first baby

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"Saturday Night Live" star Kenan Thompson has just been cast in the biggest role of his career -- daddy -- his wife is pregnant with their first child ... TMZ has learned.

We're told Christina Evangeline is a little more than 4 months preggers ... and they already know the baby's sex .... and it's not a boy.

We're told the couple -- who married in 2011 -- have been trying to get pregnant for a long time.