As these exclusive pictures show, Lucy's pregnancy has been written into the new series, and she couldn't be more excited by the idea of being the first ever television superhero mum.
"Just because it hasn't happened yet in TV history, it doesn't mean it's impossible," says Lucy. "I rather fancy Xena wheeling a little baby carriage across the savannah. I think it would give people something to talk about."
A spokeswoman for the American producers of the series said that the father of Xena's child, and the details of its conception, would remain a mystery until the 100th episode, airing in the US next January. The child will be born a few episodes later. "This will be a cataclysmic change for Xena, her child and the whole world," says the spokeswoman.
Ever the trouper, Lucy insisted on filming one of TV's most demanding roles throughout her pregnancy. The only concession to the impending arrival has been the dumping of Xena's corset-like leather frock and other form-fitting clothes for more "adaptable" maternity wear.
The pregnancy hasn't been exactly hush hush, with Lucy and her husband of 18 months, Xena and Hercules producer Rob Tapert, 44, spending even more time together than usual in preparation for the big event.
Lucy made no secret of the fact that she wanted another child before her Xena contract expired at the end of the year and, in fact, has said that she would like two playmates for her 11-year-old daughter Daisy as quickly as possible. "I've always wanted three kids," Lucy said before announcing the pregnancy. "I don't know why three, but it sounds like a great number to me."
A single mother after her seven-year marriage to bar manager Garth Lawless broke down in 1995, she said she would try to raise this child differently to Daisy.
"With Daisy, I really didn't have a clue what I was getting into," she says. "We raised her in an idealistic and naive way for the first few years.
"We really wanted her to have a say in everything, which I think, in retrospect, was quite confusing. Children need to have boundaries,and it's confusing to them when they're given too many options."
One thing is for sure, though Lucy and Rob will try to give this child as normal an upbringing as possible. When filming is over, the family likes nothing better than forgetting about Xena and spending as much time together as they can.
"When I'm on my death bed, I'll know the best thing I ever did was raise my kids," says Lucy. "So, for family and health reasons I am not prepared to sacrifice everything for a job. You can't put a price on time spent with your children. It's irreplaceable."
The season four finale airs on Network Ten later this month, and series five will screen next year.
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