Lesley posted a black-and-white video of the couple dancing together in the kitchen to the song "Be My Baby" by The Ronettes.
The video featured Lesley jumping off a countertop into the DroneGear founder's arms, before the couple danced and then Lesley cradled her baby bump.
The video concluded with Alex kissing Lesley's pregnant belly multiple times.
"Started from the kitchen now we're here," Lesley captioned the video.
"Baby Kavanagh taking flight in 2021! Finally someone to occupy the middle seat :) @drone.pilot and I couldn't be more excited to grow our little family!!! #family #love #travel #adventure #coronababy #thelastdance #kitchendance #encore."
Lesley added an emoji of a couple in love as well as an emoji of an angel baby.
Lesley and Alex apparently had to postpone their wedding plans due to the ongoing coronavirus pandemic. They announced their engagement in February after dating for over a year.
"2/4/20, a day I'll never forget," Lesley captioned pictures of the couple walking on the beach at the time.
"We're boarding a plane as we speak to meet my parents in New Zealand! Looking forward to processing the last 24 hours of this incredible life at 35,000 ft #ToKavAndToHold."
Alex also posted about his engagement on Instagram.
FOLLOW REALITY TV WORLD ON THE ALL-NEW GOOGLE NEWS!
Reality TV World is now available on the all-new Google News app and website. Click here to visit our Google News page, and then click FOLLOW to add us as a news source!
"Been waiting a very long time for this special moment @lesleyannemurphy After spending over 18 months together side by side traveling 25 plus countries, meeting her beautiful friends and family many times at various special family occasions, Lesley making the trip down under a few times to meet the family and spend quality time getting to know everyone," he wrote.
"Life is pretty crazy when all the stars align and the right person comes into your life at the right time just when you need it. Never give up on love."
Alex suggested it was love at first sight for the couple when they met in 2018 and he's known for "a very long time" that he and Lesley are meant to be.
"I knew I wanted to get to know Lesley more after our first interaction, this stunning ray of light with the kindest heart was single?! Not sure how this was humanly possible, but it was! LUCKY ME!" Alex continued in his post.
"I've been planning this proposal for months, from asking Lesley parents for permission, to finding the perfect ring and planning a pretty over the top proposal with 5 drones, 3 cinematographers, 3 photographers all capturing the moment."
He added, "Words can't really begin to describe well enough the deep love and friendship Lesley and I have. I truly wish everyone could find true love and connection and respect for each other that we have. Lesley, I love you with all my heart and can't wait to share the rest of our lives together."
"Boy meets world. World, meet boy. Thought it was about time to let y'all in on the newest addition to The Road Les Traveled," Lesley captioned an Instagram post at the time, referencing her travel blog.
"We're 3 continents down together... with the next one being Alex's home country soon. Finally making it to hometowns y'all."