The couple tells TMZ ... they are both concerned about Jill battling the virus while she's expecting, in part because of all the unknowns and shifting science.

The way Jill and Derick see things ... they're still unsure about the long-term effects of COVID, particularly for pregnant women, and while scientists are making strides in understanding the virus, the continuous developing nature of the pandemic makes things stressful.

What's more, the couple tells us Jill suffered a miscarriage last year ... meaning she's more on edge about this pregnancy ... and adding a COVID diagnosis to the mix only heightens their anxiety.

Jill and Derick, who both tested positive for the virus Thursday, tell us they are working with their doctor to ensure Jill and the baby are safe ... but the main health concerns for pregnant women like Jill are being more susceptible to developing blood clots and potentially not providing enough oxygen to the baby.

The couple says Jill, who is due to give birth in July, is taking baby aspirin to try and prevent blood clots ... and they're monitoring the baby's heart rate and keeping track of how many times the baby is kicking per day.

Jill and Derick tell us they are both fully vaccinated ... and they believe the mild symptoms they are experiencing could have been much worse without the shots.

While the couple tells us dealing with a COVID case, particularly right now, is disappointing ... Jill's thankful she didn't catch it during her first trimester, when she was dealing with a lot of morning sickness.