It's the second child for the "Lord of the Rings" actress and her longtime boyfriend, Norman Kali, who are already parents to 4-year-old son Kahekili Kali. Lilly met Kali while he was working as a production assistant on "Lost" in Hawaii.
The 35-year-old star showed off her belly in a black-and-white Halston Heritage gown at the Dolby Theatre, where she was joined by "Ant-Man" costars
Lilly, who plays Ant-Man Rudd's trainer, Hope Van Dyne, in the latest Marvel film, hadn't been seen on a red carpet since the December 2014 premiere of "The Hobbit: The Battle of the Five Armies." She confirmed the pregnancy news during a Monday appearance on "Conan," revealing that she was about seven months along and that the gender would be a surprise.
The actress also said her first labor took place outside, at home, medication-free and during an island-wide power outage because of an "epic, crazy" Hawaiian thunderstorm, and that's how her son got the name Kahekili, which means thunder.
"It was at the end of 30 hours of labor and eight hours of pushing. Which is the part that I don't know if men will fully grasp, but mothers out there -- eight hours of pushing!" she said. "I was in a fairly meditative state throughout the entire labor. Probably actually too much of a meditative state. Sometimes I wonder if maybe I had come back to real life and participated if it wouldn't have been a bit shorter."
In January, Lilly told Ocean Drive that she originally wanted six kids because she really loves being pregnant. The couple has also explored adoption.
"I'm one of the lucky women who just had a blissful pregnancy, but I wanted to adopt four," she said. "My partner and I have really been through the wringer in the adoption world and it's hard, so we'll see what happens. Life is magically beautiful, and it brings you what is perfect."