According to Us Weekly, the pregnant model filmed with the family at Khloe Kardashian's birthday party last week.
And in an upcoming episode, Rob's mother Kris Jenner can be seen saying she has accepted their romance.
"Just being with them, and hearing what they had to say, and seeing how in love they are, is amazing," Kris says.
Meanwhile, the couple - who got engaged in April after a whirlwind romance - recently signed a deal with E! for six 60-minute episodes of their own docu-series "Rob & Chyna".
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A special episode, celebrating the birth of their baby, will follow.
Ryan Seacrest Productions and Bunim/Murray Productions are making the show for E! with Ryan, Gil Goldschein, Jeff Jenkins, Farnaz Farjam and Ailee O'Neill as executive producers along with Rob, Chyna and Rob's mother Kris Jenner.
Rob, 29 and 28-year-old Chyna - who has a three-year-old son King Cairo with her former fiance Tyga - caused controversy when they first started dating as she had been feuding with Rob's sister Kylie Jenner for some time.