The model and fiancée of rapper Wiz Khalifa confirmed the happy news to as they debuted her baby bump at the MTV Video Music Awards.
The 28-year-old star also told People magazine in an interview: "We do know the sex, but we're keeping it private for now. We just found out two days ago, so we're super excited."
'I'm going to be the best dad'
Until this point, 24-year-old rapper Wiz Khalifa had denied any pregnancy rumours.
Last month he addressed the issue by saying that the public will know when she is pregnant and that "now is not the time for people to start going crazy".
The rapper proposed to Amber in March and says he's focused on the future.
"I'm superman! I'm going to be the best dad and the best performer and the best husband that I can be."
Kim Kardashian
Amber was previously in a relationship with rapper Kanye West and has accused his current partner Kim Kardashian of breaking up their romance.
According to Amber the Keeping Up With The Kardashians star sent inappropriate picture messages to her boyfriend at the time.
The 2012 MTV Video Music Awards will air later tonight on MTV (channel 321) at 21:00 C.A.T.