"Do you want to know what I'm having?" Khloe asks with a smile.
"I'm shocked!" Kourtney responds before she and Kim give Khloe a big hug.
Khloe confirmed in December that she's expecting her first child with her boyfriend, NBA star Tristan Thompson. She said on Sunday's episode that she was feeling "really good" as she entered her second trimester.
"I am finally over my first trimester, I'm onto my second," the star said. "It's so exciting. I'm kind of out of that danger zone."
"I'm feeling really good," she added. "I was told the pregnancy would fly by, so to enjoy it. It's really flying by."
Khloe discussed baby names in an interview with "The Ellen DeGeneres Show" in January.
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She plans to name her firstborn Tristan Jr. if the baby is a boy, or something that begins with "K" or "T" if the infant is a girl.
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