"I found out immediately after we filmed the first episode," Aly, 25, told New Idea.
"So I was in my first trimester during filming!" the expectant mum said.
The loved-up duo have been dating for two years also revealed the gender of the baby, confirming it's a boy, who is due to be welcomed with open arms this April.
"I'm so stoked, I can't wait," dad-to-be Matt told the publication.
While the pair is on a mission to win Season 9 of the reality TV show, they're definitely staying humble during this special family experience.
"There was always something a bit bigger going on, so we didn't stress too much about the show," Aly confesses.
All the best!