The 29-year-old reality star shared a photo of himself and the 28-year-old model looking the happy couple as they filmed a scene in front of a green screen.
E! had announced in June that Kardashian and Blac Chyna will star in the docuseries Rob & Blac Chyna. The six-part show will follow the pair as they set up their new home and prepare to welcome their first child.
"Very few love stories have created as much pop culture buzz as Rob and Chyna's," E! executive vice president of original programming Jeff Olde said at the time. "We are excited to share the next chapter of their relationship."
Kardashian and Blac Chyna got engaged in April after three months of dating and announced they're expecting the next month. Blac Chyna is already mom to a son with Tyga, who is dating Kardashian's half-sister Kylie Jenner.
Sources told E! last week Kardashian is "really excited" but nervous to welcome his first child. The insider said the couple are "really happy" but haven't revealed plans about their upcoming wedding.