In the 90-second video, the 24-year-old entrepreneur said she was expecting a baby with her boyfriend, rapper Travis Scott. The couple already has a 3-year-old daughter, Stormy Webster.
Kylie is the founder of the Kylie Cosmetics beauty line, which is majority-owned by Coty Inc.
The video montage opened with a positive pregnancy test and then showed Kylie and her boyfriend taking her daughter to the doctor's office for an ultrasound. The rest of the video captured the festivities of Kylie's 24th birthday party in August and recorded Stormy kissing her mother's tummy.
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"You are pregnant?" Kylie's mother Kris asked as she looked at the ultrasound images on the video. "This is one of the happiest days of my life."
In August, multiple outlets reported that Kylie was pregnant, but Tuesday's video on Instagram marks the first public confirmation.
Kylie Jenner, the younger sister of the Kardashian clan, kept her first pregnancy private until a few days after Stormi's birth when he shared the first photo of her on Instagram.
Keeping Up With The Kardashians, the reality series that made the family a household name had its final episode in June.
The show launched the beauty and fashion empires of Kylie Jenner and her half-sister, Kim Kardashian. Kylie's social media presence now has around 265 million followers on Instagram.