The 24-year-old singer, who is dating the model's younger brother, Anwar Hadid, was asked during an interview with The Edge NZ how she feels about becoming an "auntie" to Gigi and Zayn's baby girl.
"Yeah, it’s very exciting news," she said. "We’re very, very excited!"
When asked how long she knew about the pregnancy, she hesitated to share. "Look, you guys are really putting me in a [tough spot]," she jokingly replied. "Not long, not long…I was a little bit before [the news broke]."
ET learned this week that Gigi and Zayn are expecting their first child together, a baby girl. A source told ET that the expectant mom is 20 weeks pregnant. Gigi broke her silence and officially confirmed that she was pregnant while talking to Jimmy Fallon via video chat on Thursday's Tonight Show.
"Thank you so much," Gigi said, after Fallon congratulated her on the big news. "Obviously, we wish we could have announced it on our own terms, but we're very excited and happy and grateful for everyone's well-wishes and support."
Dua, meanwhile, also shared during her chat with the New Zealand radio show that she is quarantining with Anwar.
"I'm here with my boyfriend, we're isolating together," the "Physical" singer shared. "This is probably like the most time that we've spent together non-stop and it's just been incredible."
While isolating at home, Dua will also host her own virtual prom dance party on May 8. The GRAMMY-winning artist is teaming up with iHeartRadio to co-host a virtual prom event for high school students across the country.
The event, starting at 8 p.m. local time and streaming through the iHeartRadio stations, will include custom celebrity DJ mixes from Marshmello, Diplo, Will.i.am and Martin Garrix, as well as special messages for the Class of 2020 from John Legend, AJ Mitchell, Noah Cyrus, Sabrina Carpenter and more.