Pete Davidson is to become a father for the first time

She quipped in the caption for the post: "Welp now everyone knows we had sex."

Sources told TMZ that Elsie is due to give birth in the winter and she and Pete recently shared their happy news with friends and family.

In May, the 29-year-old model gushed her boyfriend is the "best person" she's ever met.

She told People magazine: "He is so incredible. Honestly, best person I've ever met, and I'm so grateful ..."

The couple recently attended the Endometriosis Foundation of America's 13th Annual Blossom Ball in New York City together, making their red carpet debut as a couple, and Elsie shared how Pete supports her when she is dealing with her own endometriosis.

She said: "It was just really important to both of us to come here and support the foundation and keep helping, spreading the word and educating people.

"Pete sets me up with a little heating pad, and it's very sweet, and I just eat whatever. I'm like, I will allow myself to eat whatever I want and just snuggle up and watch a movie.

"Everyone deserves a Pete!"

While the pair have only been together for a few months, it was recently revealed that they are already living together.

An insider told People: "Pete and Elsie have been living together in New York for the past few months. They're splitting their time between Pete's house in upstate New York and a brownstone they recently started renting in Brooklyn.

"They're so happy together and doing great."

Pete's most recent relationship before Elsie was with 'Outer Banks' actress Madelyn Cline eight months ago.

And Elsie was most recently linked to actor Jason Sudeikis. She also previously dated Ryan Phillippe.