Guthrie, 42, wed Feldman, 45, a communications strategist, in Tucson on Saturday, and that's where they first announced they are expecting their first child.
"It was basically the middle of the desert, but it was such a beautiful day. This is where I grew up, and it means so much to me," Guthrie said Monday on "Today." Yep, she's back at work already.
"It was such a gorgeous setting," her co-anchor Al Roker said. "At one point after the ceremony, the sun was setting on one side, the other, we're talking about a full moon. It was beautiful."
Co-host Matt Lauer segued from wedding chatter to Guthrie's baby announcement, which was made at the reception after the DJ played the theme music to NBC News' "Special Report."
"I feel like the least we could do is break some news," she said during the toast. "I — well, we — are four months pregnant."
Video footage from the reception showed guests at the small affair erupting in shrieks and cheers. The bride and groom also asked their guests to keep the news quiet until Guthrie could announce it herself on "Today."
"We are so excited, overjoyed and feel so blessed," the newlywed mom-to-be said on the show. "It's funny, 'cause we set the wedding date, I bought my dress, and then I found out. So I've been doing a little praying that I would fit in it, and it all worked out."
The baby is due in late summer, and Guthrie said she's relieved that the pregnancy is public knowledge.
"I feel great and actually I'm so happy to tell the world because I can't suck in this gut anymore," she said Monday.
As for the wedding, Guthrie wore a lace, A-line Monique Lhullier gown accented with a belt. Her brother Cameron, an F-16 pilot, walked her down the aisle
A mariachi band serenaded the guests, according to People, and her co-anchors shared several snapshots from the event.
"Congratulations to @SavannahGuthrie and Mike Feldman on their wedding and baby on the way," Roker tweeted, sharing a photo of Feldman giving a thumbs-up as he and Guthrie walked together at sunset.
Roker also shared a photo college of their "great time" that showed Roker along with Guthrie, Feldman and other guests at the wedding.
"Congrats @SavannahGuthrie !!!!!" wrote co-host Hoda Kotb. "Xoxox love this shot of your brother walking you down the aisle!
The blushing bride also shared her own snapshot on Twitter.
"We did!" she wrote, posting a photo from the ceremony.
We did! pic.twitter.com/Rn73rpsRai— Savannah Guthrie (@SavannahGuthrie) March 17, 2014
The couple announced their engagement in May.
"We've been together four years, so, as he said, no one will accuse us of rushing into anything," Guthrie said on the air, adding that Feldman popped the question while they had been vacationing in Turks & Caicos.