Abdullahi who plays for C.F. União in Portugal shared a photo of ultrasound of their unborn baby on his Instagram page.
The 23-year-old and his wife wedded in 2015.
He started his professional career in Kano Pillars before moving to Kuwaiti Premier League side Qadsia SC.
In June 2015, Shehu joined newly promoted Primeira Liga side C.F. União on a two-year deal.
He had his Super Eagles debut under former coach, Sunday Oliseh for the 2014 African Nations Championship.
He is part of the Super Eagles squad invited by interim coach, Samson Siasia for the 2017 African Cup of Nations double header against Egypt.
Nigeria drew 1-1 with Egypt on Friday, March 25; the second leg will be played on Tuesday, March 29.