The 30-year-old model and 37-year-old singer fêted their daughter's impending birth at the Material Good in Soho, a concept shop designed to resemble a chic city apartment.
Models Brooklyn Decker and Petra Nemcova were among the celebrities who attended the multi-course luncheon. The couple's dog Pippa was also on hand, as seen in photos Teigen shared on Instagram.
Teigen and Legend wore paper "Baby Mama" and "Baby Daddy" crowns and treated their guests to crown and baby carriage-shaped cookies. The couple married in 2013 and announced Teigen's pregnancy in October.
"As many of you know, we've been trying to have a baby for a while now," the model wrote at the time. "It hasn't been easy, but we kept trying because we can't wait to bring our first child into the world and grow our family. We're so excited that it's finally happening."
Teigen recently told People she chose to have a baby girl during her IVF treatments, but has not revealed her daughter's name. She did ask president Barack Obama if he liked the name and also told Stephen Colbert on The Late Show last week.
"I asked president Obama if he liked one of our name choices and he said he did," she told Colbert. "I wanted to ask him because John isn't sold on the name, so I figured if he liked it then John would be sold on it. He says it's too Hollywood."
Teigen is known for her Sports Illustrated swimsuit issue appearances and co-hosts Spike TV series Lip Sync Battle with LL Cool J. Legend last released Love in the Future in 2013, which includes the single "All of Me."