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22nd March 2018
10:02am GMT
The 33-year-old model is four months along.
We haven't been able to track down where exactly Vogue's suit is from but we've found a very similar one from River Island.
The blazer is €90 while the trousers are €60.
The party was the first event Vogue has attended since she and fiancé Spencer Matthews revealed that they're having a baby.
The pair, who became engaged in January, shared the news in Hello! magazine and on Instagram.
In the interview, she revealed that she struggled with morning sickness during her first trimester.
"I’ve got my energy back now though, and I’m feeling brilliant," she said.
"It’s quite joyous to be in this stage now."
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