In the new issue of Reveal magazine, the X Factor contestant says: "I'm feeling great. It's a new chapter in my life and I'm not running from it.
"It's such an exciting time and I can't wait to see what the next few months bring. The band will be uncle and auntie! We'll be finding out the sex of the baby soon."
Kieran, 21, added: "It was a big thing for us [to make the announcement on TV] because we've been keeping it under wraps.
"Sophie, my girlfriend, and me didn't see any point in hiding it any more – it's not a bad thing. We just wanted to let everyone know we're happy and excited."
Pick up Reveal magazine, in shops now, for more from 5 After Midnight including their thoughts on Gifty's shock exit and being compared to JLS.
5 After Midnight are safely through to week six of the live shows after impressing the judges and viewers with their cover of Spice Girls' 'Say You'll Be There' during Girlband vs Boyband week.
The following day they tweeted: "Last night was an incredible feeling! we feel like we got to show the real us!! Such an amazing time #xfactor."
The guys also got the ultimate seal of approval when Baby Spice herself, Emma Bunton, tweeted: "Loved this performance!! You rocked it! #90snostalgia #XFactor."
Next up for the boys is Disco Week although they're keeping their song under wraps for now.
5 After Midnight have also been compared to take part on the X Factor Live Tour 2017: all eight finalists will take to the road next year for a string of dates across the UK and Ireland.
X Factor continues Saturday at 8pm on ITV.