The photo featured Bekah and Grayston holding up a sonogram image while the mom-to-be held her nine-month-old daughter, Ruth Ray De La Luz, on her hip.
"Thankful," Bekah, 24, captioned the picture, which also caught the expectant parents smiling big.
In addition, Bekah shared a photo of herself nude on Instagram Stories, although she was covering her bare chest with her arm. Bekah was trying to show off her baby bump and wrote, "Among the things I'm thankful for this year."
Supportive comments then flooded Bekah's Instagram account from fans and fellow The Bachelor alums.
"No freaking way!!!!" wrote Lauren Burnham, who welcomed a daughter with Arie Luyendyk in May.
"Aww, you guys!!! So happy for you!!" commented Jade Roper, who gave birth to a son in July.
Bekah admitted she was "shocked" to discover she's pregnant again so quickly after delivering Ruth on February 2, Us Weekly reported.
"I was two weeks late on my period," Bekah reportedly said on the Thursday episode of her "Chatty Broads" podcast with Jess Ambrose.
"Granted, I've only had two periods since Ruth was born, so when I missed my period I thought, 'Okay, my hormones are probably still shifting'... About two weeks after, I was like, 'Well I do have a test here in the house.' It was in the morning and Gray was in the bed with Ruth and I didn't say anything. I was like, 'I'll take it. Why not.'"
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Bekah then recalled seeing double red lines on her pregnancy test, according to Us.
"My body was almost convulsing," she reportedly said. "I was shaking so hard. I was in utter shock and disbelief."
The former reality TV star later revealed on her podcast the baby's due date is in June 2020.
"If I have a little girl, the sisters will be only 16 months apart," she said, the magazine reported.
"My sister and I are only two years apart [and] it's a blast. And if it's a little boy, how fun because we haven't had a little boy yet."
In July 2018, Bekah revealed she chose not to appear on Bachelor in Paradise's fifth season because she had met a man, Grayston -- who owns the rock-climbing gym where she climbs -- in February of that year.
Bekah then shocked the world by revealing in September 2018 she was already 20 weeks pregnant and the pregnancy was unplanned.
Bekah revealed to PureWow at the time she had learned she was expecting his first child only three months into her relationship with Grayston.
Bekah made it to Week 7 of The Bachelor competition in 2017. Although she had incredible chemistry with Arie, the 37-year-old pro racing driver appeared concerned when she told him about her age.