The 'Mysterious Girl' singer was performing in Peterborough alongside Liberty X on Saturday (28 September) when he was given the cute 'Baby Andre' babygro by a fan.
Peter and his trainee doctor Emily MacDonagh announced earlier this year that they're expecting their first child together. At the time, a rep for the pair said they were "over the moon" to be starting a family together.
Peter is already dad to son Junior, eight, and daughter Princess, six, from his marriage to ex-wife Katie Price.
Since the big pregnancy news, Emily has kept a largely low-profile, only been spotted in public a couple of times. One of those times was to support Peter at the launch of his new fragrance earlier this month, and again at the glitzy TV Choice Awards in London.
Viewers will, however, get an inside look at how the couple celebrated their pregnancy on Peter's ITV2 show My Life, which has been teasing the big reveal.
Filmed earlier this year, the fly-on-the-wall documentary kicked off last week with Pete declaring his love for Emily but also pondering whether he wanted to have more children.
He was seen telling his brother: "So much of me wants to have kids again, another part of me thinks in ten years, Junior will be eighteen and I can backpack around the world with him."
Peter went on: "I always wanted five, six kids, now part of me does and part of me doesn't."
Since then, however, it's clear that Peter is thrilled he's about to become a dad again. There's no word yet on whether Baby Andre will be a boy or a girl or when he or she will arrive.
Perhaps we'll find out on Pete's show? It airs Monday nights on ITV2.
Check out Pete and Emily's romance in pictures below: