The couple shared a gender reveal video on Instagram shows Fury popping a balloon with gold letters that read “Boy or girl?”.
The clip showed the balloon burst and reveal pink confetti, indicating the duo have a daughter on the way.
Using emojis, Hague captioned her message “OUR LITTLE… ANGEL.”
Hague and Fury, both 23, met on the fifth series of the ITV hit reality show, finishing second behind Amber Gill and Greg O’Shea.
Both received numerous messages from well-wishers, including former Love Island contestants Amy Hart and Rosie Williams.
YouTuber and former Strictly Come Dancing contestant Saffron Barker added: “Awww, she’s going to be gorgeous.”
The pair have built a successful career after their time on the dating series, with Hague becoming the creative director at fashion brand PrettyLittleThing.
Fury, the half-brother of world heavyweight champion Tyson Furyhas continued his professional boxing career.