The pair announced the news as they posed together for a Hello! magazine shoot.
Nadine Coyle with baby daddy Jason Bell
"I think we just forgot to tell everyone we were together," Nadine laughed.
"When I said I was pregnant I thought, 'Why's everyone wondering who it is? Then I remembered, 'Oh yes, that's right. I do stuff on TV and people are confused. So this clears it up!"
"I think I was the least likely to be the first to have a baby, It would always come up," she said.
Girls Aloud: Kimberley, Nicola, Nadine, Cheryl and Sarah
"A couple of the other girls had wanted babies for a long time but I said no way... It was definitely a shock, but I was really, really happy."
Jason added: "I've never felt excitement like this in my whole life. Knowing we're having a baby takes it to another level."
Nadine also spoke of her hopes that Girls Aloud would one day work together again, despite recent revelations about the state of her relationship with the rest of the band.
"I didn't want it to end - but the sequins, the wings and a bump wouldn't have been a good look. I loved the reunion and hopefully one day we will get back together to do something else," she said.
The full interview is in the new edition of Hello! magazine which is out today.