The former Saturdays star, 31, is expecting baby number three with husband Marvin Humes, and she announced the exciting news at the weekend.
But her daughters Alaia-Mai, seven, and Valentina, two, were a bit confused as the announcement came after an Easter Egg hunt.
She revealed her youngest daughter thought Rochelle had a chocolate egg in her tummy.
Appearing on This Morning via video link, Rochelle said the final egg in the hunt had a little letter inside from the baby.
Delighted Alaia-Mai cried “happy tears”, Rochelle revealed.
Laughing, Rochelle said she had asked Valentina: “Do you know what’s in mummy’s tummy?” and confused Valentina replied: “A chocolate egg?”
Rochelle, who sometimes presents on This Morning, also told hosts Eamonn Holmes and Ruth Langsford she was suffering from evening sickness rather than morning sickness.
Rochelle said: “So our hands, if they weren’t full already, are about to be even fuller.
“But we are thrilled, it’s nice news in this weird time at the minute.
“Weird to share it with our friends and family via FaceTime, but so lovely, so happy.”
She added that she would usually have to try to keep the news a secret for a while – but it was “easy” when isolating as she didn’t see her family anyway and didn’t need to hide a bump.
In her cute Easter snap she shared a snap of her baby scan, a pair of booties and a cute blackboard spelling out the caption: ‘We’re EGGSPECTING baby Humes October 2020.”
Rochelle and Marvin married have been married for almost eight years – the pair tied the knot in Blenheim Palace back in July 2012.