The outing marks the first time the couple is seen together since Johansson's pregnancy was revealed earlier this month.
The expectant parents were seen riding a scooter to the République's central plaza where the 29-year-old actress left her fiance to do some shopping on Turenne Street, E! News reported. Johansson covered her baby bump with a black coat that matched her pants, shoes, hat and shades.
Johansson and Dauriac, a former French journalist, went public with their relationship in November 2012 and got engaged in August 2013.
A source close to the couple told Us Weekly that the Her star was four months along and that the baby had been a "welcome surprise."
"She's just excited to share the news!" the insider added.
Johansson will next be seen reprising her role as Natasha Romanoff (Black Widow) in the upcoming Captain America: The Winter Soldier in theaters April 4.
Celebrity Couples of 2014 [PHOTOS]