The new mum was being filmed by her husband John Legend.
Teigen captioned the video with a heart emoji.
The new mum has previously opened up about how breastfeeding has surprised her.
"If you kind of do the math, you’re kind of breastfeeding for 10 hours a day total,” she told Entertainment Tonight in May 2016.
“It’s very loving and sweet, but it’s not easy. It’s hard to work your entire day around getting her the nourishment she needs because they are just little animals.”
That evening, the 30-year-old and her husband had been at the NBA Finals basketball game and taken baby Luna along with them.
The couple shared photos of themselves backstage with Luna during half time.
"Luna at the #NBAFinals!" Legend captioned the Snapchat image.