Perrie, 20, had no idea Zayn, also 20, was going to pop the question even though they had discussed getting married and having kids before.
She said: ''We've spoken about it before, but we're just so happy right now. I'm on cloud nine and so is he!''
However, Perrie's Little Mix bandmates - Jesy Nelson, Leigh-Anne Pinnock and Jade Thirlwall - weren't surprised by the big news.
In a joint interview with the new issue of Bliss magazine, Jade said: ''Literally, she got proposed to on Sunday, we were back to work on Monday and it was the first thing she said. It wasn't really a surprise. Obviously you're shocked when you see the ring for the first time, but it was only a matter of time because they are so loved up. It's exciting!''
The girl band were all overjoyed for the pair but Leigh-Anne was particularly overcome with emotion when she found out.
Leigh-Anne revealed: ''When she told me, I was verging on tears. Yeah, I am such a baby! We're so happy for her. Oh my God, I can't wait. Perrie's such a lucky girl.''
Little Mix are currently gearing up for the release of their new single 'Move' on November 3, followed by their latest album 'Salute' coming out on November 11.
Some of the tracks for the LP were recorded at Will Smith's Los Angeles studio, although the girls didn't get to meet the Hollywood superstar.
Jesy revealed: ''We mostly recorded it over here, but we did some in America which was quite fun, in Will Smith's studio. Unfortunately we didn't meet him. It was quite fun but annoying as it was really, really sunny in LA and we were stuck in the studio!''
There are currently five separate teams working on 'Game of Thrones' projects at HBO.
She's a big fan of the band and this week she got to perform with them.