Hu Ping, a former policeman of the public security bureau of Pingnan County, was drunk when he shot the woman and her husband, who ran a rice noodle restaurant, last October.
The husband, Cai Shiyong, sustained minor injuries to his right shoulder.
His wife, Wu Ying, and their unborn child died after being shot twice.
Hu was sentenced to death and ordered to pay USD 12,000 fine for intentional homicide in February by Guigang Intermediate People's Court.
Hu's crime caused an "abominable influence on society," said the court, state-run Xinhua news agency reported.
The rulings in the first and second trials were based on "clear facts" and "valid and adequate evidence" and "the conviction was accurate and then penalty proper," it said.