Fallon also gave the mom-to-be some Ben and Jerry's ice cream in his signature Tonight Dough flavor.
"I'm not just saying this because it's your show – Tonight Dough is my favorite flavor," Kemper gushed. "I have been having a pint every other night. That is not a joke. I will probably fall asleep while I eat this because it's going to be like a Pavlovian response because I fall asleep eating it every night."
The 35-year-old actress told Fallon that she was pregnant during filming for the second season of Kimmy Schmidt, which premieres on Netflix on April 15.
"It didn't really affect filming until the very end," she admitted. "We had a table read, and my character is supposed to be on a rollercoaster...It was still very early on, but I felt like a pregnant lady on a rollercoaster was not ideal so I had to tell my boss, Tina Fey. She knows every secret. I told her before I told my mom."
Kemper explained that she and Fey devised a plan to cover for her pregnancy, telling everyone that she had a back injury, so she couldn't ride the rollercoaster. However, that plan ended up being a little tricky to pull off.
"I could not act like I had a back injury," she said with a laugh. "I'm an actress, presumably. It was so [hard]. Someone asked, 'What's wrong?' and words escaped me. I'm like, 'I sprained my spine.' You can't sprain your spine! You can't do that! I kept forgetting I had [a back injury] so I kept doing things someone with a back injury can't do. They'd say 'Lunch!' and I'd like leap up and do cartwheels to catering. You're not supposed to do that!"
Ellie Kemper adorably announces she's pregnant with her first child
NEW YORK, NY - MAY 18: Actress Ellie Kemper attends the 19th Annual Webby Awards on May 18, 2015 in New York City. (Photo by Brian Ach/Getty Images for Webby Awards)
WEST HOLLYWOOD, CA - JANUARY 13: Actress Ellie Kemper attends ELLE's Annual Women in Television Celebration on January 13, 2015 at Sunset Tower in West Hollywood, California. Presented by Hearts on Fire and Olay. (Photo by Michael Buckner/Getty Images for ELLE)
PASADENA, CA - JANUARY 07: Producer and co-writer Tina Fey (L) and Ellie Kemper (R) speak about the 'The Unbreakable Kimmy Schmidt' during the Netflix TCA Press Tour at Langham Hotel on January 7, 2015 in Pasadena, California. (Photo by Mark Davis/Getty Images for Netflix)
BEVERLY HILLS, CA - JANUARY 11: Actress Ellie Kemper attends the 72nd Annual Golden Globe Awards at The Beverly Hilton Hotel on January 11, 2015 in Beverly Hills, California. (Photo by Frazer Harrison/Getty Images)
Actress Ellie Kemper arrives at the MTV Movie Awards at Universal Studios, in Los Angeles, California, on June 3, 2012. AFP PHOTO / JOE KLAMAR (Photo credit should read JOE KLAMAR/AFP/GettyImages)
WEST HOLLYWOOD, CA - MARCH 02: Actress Ellie Kemper attends the 2014 Vanity Fair Oscar Party hosted by Graydon Carter on March 2, 2014 in West Hollywood, California. (Photo by Pascal Le Segretain/Getty Images)
CULVER CITY, CA - MARCH 16: Ellie Kemper and Angela Kinsey arrives at 'The Office' series finale wrap party at Unici Casa Gallery on March 16, 2013 in Culver City, California. (Photo by Valerie Macon/Getty Images)
LOS ANGELES, CA - DECEMBER 16: Actress Ellie Kemper speaks onstage during 'VH1 Divas' 2012 at The Shrine Auditorium on December 16, 2012 in Los Angeles, California. (Photo by Kevin Winter/Getty Images)
NEW YORK, NY - MAY 12: Ellie Kemper attends the 2014 NBC Upfront Presentation at The Jacob K. Javits Convention Center on May 12, 2014 in New York City. (Photo by Slaven Vlasic/Getty Images)
BEVERLY HILLS, CA - MARCH 27: Actress Ellie Kemper arrives at Valentino Rodeo Drive Flagship store opening on March 27, 2012 in Beverly Hills, California. (Photo by Frazer Harrison/Getty Images)
HOLLYWOOD, CA - MARCH 13: Actress Ellie Kemper arrives at the Premiere Of Columbia Pictures' '21 Jump Street' at Grauman's Chinese Theatre on March 13, 2012 in Hollywood, California. (Photo by Frazer Harrison/Getty Images)
HOLLYWOOD, CA - FEBRUARY 26: Actress Ellie Kemper arrives at the 84th Annual Academy Awards held at the Hollywood & Highland Center on February 26, 2012 in Hollywood, California. (Photo by Michael Buckner/Getty Images)
WESTWOOD, CA - JULY 10: Actress Ellie Kemper attends the premiere of Columbia Pictures' 'Sex Tape' at Regency Village Theatre on July 10, 2014 in Westwood, California. (Photo by Christopher Polk/Getty Images)
BEVERLY HILLS, CA - FEBRUARY 21: Actress Ellie Kemper arrives at the 14th Annual Costume Designers Guild Awards With Presenting Sponsor Lacoste held at The Beverly Hilton hotel on February 21, 2012 in Beverly Hills, California. (Photo by Frazer Harrison/Getty Images)
WESTWOOD, CA - APRIL 28: Actress Ellie Kemper arrives at the Premiere of Universal Pictures' 'Bridesmaids' at the Mann Village Theatre on April 28, 2011 in Westwood, California. (Photo by Michael Buckner/Getty Images)