Pressly told Leno Wednesday night she and fiancé Eric Cubiche were expecting a boy they had already named Dezi James.
Dezi is an homage to Desi Arnaz, star of "I Love Lucy" and Cubiche's fellow Cuban, People magazine reported. Pressly said Cubiche does an impression of the late bandleader.
The couple was engaged last month at which time Pressly denied rumors she was pregnant.
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