Hadid confirmed she was expecting in April, telling chat show host Jimmy Fallon she and former One Direction singer Malik were “happy and grateful for everyone’s well wishes and support”.
Los Angeles-born Hadid and Bradford-born Malik have been dating on and off since late 2015.
Earlier on Thursday, Hadid’s father Mohamed shared a message on social media for the unborn baby.
Zayn Malik (Ian West/PA)
“Hello little grandchild, it is me, my heart as happy as can be,” he wrote.
“I wish for you the sun & moon, I wish for you a happy time. Know that grandpa’s always here, I’ll do anything, anything for you, my dear.”
The post sparked fan speculation that Hadid had given birth, but he later clarified the baby had not arrived.
Gigi Hadid shares picture of her baby bump as she prepares to give birth