Kim Kardashian -- I'm Having a Winter Baby!

Kim Kardashian will be giving birth this winter ... because TMZ has learned she is three months pregnant.

According to our sources, Kim conceived some time in March ... which means she should be popping out a little West in December.

In Sunday night's "Keeping Up With the Kardashians," psychic John Edward told Kim he saw something with the number three, but wasn't sure what it meant. We're told Kim's a believer and thinks it means getting pregnant the third month of the year.

As for the mother-to-be, Kim was seen out Sunday afternoon in New York City.

BTW ... how awesome if they named the kid South West.