The model, who is expecting her first child with boyfriend Zayn Malik, joined Jimmy Fallon via video chat on Thursday's Tonight Show, and officially confirmed that she is expecting.
"Thank you so much," Gigi said, after Fallon congratulated her on the big news. "Obviously, we wish we could have announced it on our own terms, but we're very excited and happy and grateful for everyone's well-wishes and support."
She also reflected on her recent 25th birthday, which she celebrated with only her closest family amid social distancing mandates, and explained how her wonderfully elaborate cake, which was designed to look like an everything bagel, related to her pregnancy news.
"My family brought out an everything bagel cake, which blew my mind because my craving has been everything bagels, and I eat an everything bagel every day," Hadid explained. "So I was already so excited that my birthday cake was an everything bagel. But then I found out that Buddy the Cake Boss made my cake!"
The celebratory confection, made by the famous Buddy Valastro, was "marble cake with chocolate chip buttercream inside," according to Hadid, who explained that the sweet treat actually got her super emotional.
"I don't know if it was my hormones right now or just quarantine emotionalness, but I cried about that every five minutes for, like, an hour, every time I thought about how Buddy made my cake," she said with a laugh. "I cried from happiness."
Check out Hadid's full interview with Fallon on Thursday's The Tonight Show, which airs at 11:30 p.m. ET/PT on NBC.
News first broke on Tuesday that Hadid was 20 weeks pregnant, and a source told ET on Wednesday that the couple recently found out the sex of their baby and are "over the moon" to be welcoming a baby girl to their family.
"At the end of the day, it didn’t matter to the couple what the sex was, but now they can prepare for the new addition before she arrives," the source added.
For more on the expectant couple, check out the video below.