The 30-year-old model celebrated in New York City on Sunday, sharing a few photos from the event on Instagram.
Even Teigen's husband, John Legend, joined in on the fun at the co-ed shower, donning a paper crown that said "Baby Daddy" across the front.
Legend wasn't the only surprise guest, however. The pair's French bulldog, Penny, also made an appearance at the shindig.
Teigen wore white for the occasion, dressing up in a skin-tight tank dress, which she paired with a long pastel coat and strappy nude heels. She showed off the outfit as she carried her pup into the shower.
"We have a running list on our phones," Teigen said during the Miami stop of the press tour for her book, "Cravings." "But we change it everyday. It's why I don't have a tattoo. There's nothing I like for more than 10 minutes."
The "Lip Sync Battle" co-host has been very open about her pregnancy on social media. She recently revealed that she chose the sex of her baby after undergoing in vitro fertilization, then got even more candid on Twitter after her statement was criticized on social media.