"I wanted to tell you something... but I need someone to help me out, so just give me one second, please," Stephen, 31, told Ellen, according to an advanced clip of Friday's broadcast obtained byUs Weekly.
Stephen then asked his wife, Allison, 36, to join him at his deejay booth.
"Being that it is Mother's Day [on Sunday], we thought that this was the perfect opportunity to announce that we're having a baby!" Allison shared with the cheering audience.
After congratulating the pair, Ellen asked Stephen how long he had been keeping the secret about Allison's pregnancy.
"It's been awhile, but you know, we've got to keep it under wraps for a second," Stephen admitted.
Stephen then confirmed he and his wife have yet to find out the baby's gender.
Stephen and Allison are already parents to a son Maddox, now 3, whom they welcomed in March 2016. Allison is also mom to daughter Weslie, 10, from a previous relationship.
"Maddox doesn't know what's about to hit him," Stephen noted on Ellen's show, according to Us. "But Weslie is so excited."
Married by So You Think You Can Dance co-executive producer Jeff Thacker, Allison and Stephen exchanged vows at SYTYCD creator and judge Nigel Lythgoe's vineyard and winery in Paso Robles, CA, in December 2013.
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Allison joined Dancing with the Stars as a professional partner for Season 19. She had previously placed in the Top 8 on the second season ofSo You Think You Can Dance.
As for Stephen, he finished as the runner-up of So You Think You Can Dance's fourth edition and has made numerous appearances on the show ever since as a mentor or judge.
A romance sparked in 2010 when Stephen and Allison both starred on the seventh season of the series as All-Star partners for the So You Think You Can Dance contestants.