Teigen, 30, and Legend invited friends and family to the fun-filled party which was held at Material Good in New York City, reported Ace Showbiz.
Teigen uploaded some photos from the party on her Instagram.
In one of the snaps, she was seen kissing her husband who smiled to the camera.
The model also shared another picture featuring herself carrying her adorable bulldog Pippa.
In the photo, she sported a bindi on her forehead as she donned a nude horse-patterned long coat atop a white tube dress.
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She later shared the photo of the cookies and captioned it, "Luckiest girls around."
The couple shared a similar selfie on their own Instagram.
They declared themselves parents-to-be by wearing customised paper crowns with the words "Baby Mama" and "Baby Daddy" on them.