'Bling Empire' Star Kelly Mi Li Reveals She's Having a Girl in Cute Instagram Video

Frazer Harrison/Getty Kelly Mi Li

Kelly Mi Li is having a girl!

The Bling Empire star shared the news in a cute Instagram video on Monday.

In the video, vanilla cupcakes with blue and pink glitter decorations sit on a plate while her little white dog, Sophia, prances around them.

"It's time to see if we're having a boy or a girl," the 37-year-old reality TV star says. Then the camera shows Mi Li cutting one of the cupcakes in half, revealing a pink filling.

"We wanted to keep it sweet and simple and just the two of us, and with Sophia of course," she explains while slicing the cupcake.

"We're having a… girl!" she announces at the end.

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The Bling Empire star, film producer, and entrepreneur announced her pregnancy – her first baby with her boyfriend – last month.

While getting pregnant was already part of their plan, the news still came as a surprise to the couple who currently lives in two different cities, she told PEOPLE.

Kelly Li Mi/instagram

"When we found out, it was actually kind of shocking. He lives in San Francisco, I live in L.A., so when my period didn't come, the monthly visit didn't come. So we went and got Clearblue, the pregnancy test," Mi Li told PEOPLE.

"We talked about having kids earlier but we were going to start trying [at] the end of the year," she explained. "So we actually bought a bunch of Clearblue ovulation tests before so I would start getting used to using it, but we just really didn't think it was going to happen so fast because I'm a little worried because I'm 36, I just turned 37…so I wanted to take the ovulation test and just to get it into a monthly rhythm..."

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She continued, "I'm very much in denial. So it was really shocking but honestly, we're just so grateful and so blessed... To this day I still feel like it's so surreal."

During season 3 of Bling Empire, Mi Li was on a quest for love, famously being set up on a date by her best friend Kane Lim who secretly created a profile for Mi Li on a dating app. Despite having gone on a few dates throughout the season, she did not end up in a relationship with any of the men.

RELATED VIDEO: Bling Empire Star Kelly Mi Li Reveals She Is Pregnant

However, by the time the season aired on Netflix last month, Mi Li told PEOPLE she had already found the love of her life but has so far kept his identity private.

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"When we filmed the season, it takes a while to come out," she shared. "So it's funny when the season came out, we actually already celebrated our anniversary, our one-year anniversary."