Coco Rocha is ''so excited'' to be expecting a baby girl.

The 26-year-old model, who announced last month that she and artist husband James Conran will welcome their first child into the world next spring, admits she hasn't come up with a name yet, as they ''really thought'' they were having a son before finding out the sex last Friday (07.11.14).

She said: ''We just found out Friday. We really thought at one point it was a boy, so we were working on boy names. So I think we have to perfect our girl names now!''

The couple are now looking forward to decorating the baby's nursery.

The brunette beauty said: ''Now we finally started shopping. I had shopped for nothing, it was just one of those things where if you don't know who, it felt funny. So now I know who you are, I'm so excited.''

But Coco has already been searching online for things for their unborn baby.

She told PEOPLE.com at the Autograph Collection Hotels and Atlantis Paradise Island event in New York City: ''We can't stop! I know sometimes you have to actually stop and work, and so in between, we're looking at Gilt and Toys 'R' Us and Buy Buy Baby.''

The star confirmed she was pregnant by posting a video of herself on Instagram in a nude leotard showing a hint of a baby bump.

She also wrote: ''We are absolutely thrilled and elated to announce that after four years of marriage we are expanding our family and expecting our first child spring of 2015!''