"We're expecting a beautiful lil baby--me and Amber. We're so excited. We're having a baby!" Khalifa told MTV's Sway Calloway on the red carpet.
While there was speculation, Rose did not admit to being pregnant until the awards show, wearing a tight black dress that accentuated her stomach. Khalifa made sure to hold her baby bump in photos as well.
Rose first dated rapper Kanye West, before accusing him of cheating on her with his current girlfriend, Kim Kardashian.
"She was sending pictures, and I was like, 'Kim, just stop. Don't be that person. I thought at least she'd be woman enough to respond to me. She never responded. It's very important that us women stick together and we don't f**k each other over like that," Rose said in an interview with Star magazine.
West did not show up to the awards show, and while reports claim it was due to Kardashian being in New York promoting her latest perfume, a gossip website speculated it is possible that he did not want to be around when Rose first debuted her protruding baby bump.
After Rose and West broke up, she found love with Khalifa, and got engaged in April of this year.
Now, she is expecting their first child.
A source told Radar Online that "Amber and Wiz unexpectedly got pregnant, but they're really happy to be starting a family together. Amber's already had to make some big lifestyle changes, like not smoking cigarettes anymore. As a model she's used to having a thin waist, so this is going to be an adjustment for her."