But yesterday they gave us the biggest clue yet while shopping for baby goodies at a Mamas And Papas store in London.
The pair were seen cooing over pretty little dresses, suggesting they may be expecting a girl.
With Rochelle's bandmate Una Healy already being mother to a daughter, Aoife Belle, could we soon be seeing a mini version of The Saturdays? Ok, we're getting ahead of ourselves...
It's likely that the couple know the sex of their baby by now as back in December, Marvin admitted the couple wanted to find out.
He told The Mirror: "I think we are going to find out if we are having a boy or girl because we are so excited and too impatient."
Rochelle and Marvin announced they were expecting their first child together back in November, after getting married last July.
They have only just been reunited after Rochelle returned home from a promotional tour of the US with The Saturdays.
Their E! fly-on-the-wall reality show, which premiered last week, is supposed to help the group break America and is set to hit UK screens on 3 February.