The couple announced the pregnancy in December but has kept mum on the baby's gender until now. They are expected to welcome their baby girl sometime this year.
"Congrats, Kimmie," said mom Kris Jenner. "We love you."
New episodes of Keeping Up with the Kardashians air Sundays at 9/8c on E!.
In addition to learning the sex of the baby on Sunday's show, the reality star also had her baby shower this weekend. Kim tweeted on Sunday, June 2: "WOW an amazing baby shower! So much luv there Thank u @KrisJenner @KourtneyKardash @KhloeKardashian Shelli & Allison Azoff 4 the magical day."