Michael learns that Sara is pregnant directly from his brother, Lincoln Burrows, during a pivotal phone call.
This significant news is revealed under tense circumstances in the "Prison Break" episode titled "Rate of Exchange." Michael makes a call to Christina Scofield with the primary objective of confirming that Lincoln is still alive. During this conversation, Christina hands the phone over to Lincoln. It is at this crucial moment that Lincoln conveys the life-changing information to Michael, informing him that Sara Tancredi is pregnant.
This revelation profoundly impacts Michael, adding another layer of motivation and concern to his already complex situation within the series.