Jinger Duggar Vuolo Shares 'Crazy' Story of How She Told Her Mom and Sisters She Was Pregnant with Baby No. 3 (Exclusive)

Once Jinger Duggar Vuolo knew she was expecting her third child with Jeremy Vuolo, her mother and sisters were the first people she told. But, the "crazy" way in which the big reveal happened was unexpected for the famed brood.

"My sisters and my mom all came out for my sister Jana [Duggar Wissmann]'s bachelorette weekend in L.A. They were all talking about this throughout the day. They had a big hot tub and they're like, 'We're all going to go enjoy the hot tub later,'" Jinger, 30, tells PEOPLE exclusively. "They said, 'Unless anybody has any news to share...' Because you're not supposed to sit in the hot tub when you're pregnant."

The Counting On alum admits the hot tub thing was "actually a real thing I didn't think about," but she "didn't say a word" and she "kept it quiet." Jinger then contacted Jeremy, 37, to gauge his thoughts on how she should proceed.

"I texted him and I was like, 'Should I just tell them tonight?' And he said, 'Of course. That's so special. They're all there together,'" she said. "So my mom and sisters, they all went in the hot tub and then I came out later. They noticed I was sitting on the edge, but I didn't say anything."

"Then, they were like, 'Isn't it cold? You going to get in?' I was like, 'Well, I guess you shouldn't do that if you're pregnant, right?'" she shared. "They just were so shocked. They were the cutest. I was able to tell them all together."

Afterward, Jinger's sister Jessa Duggar Seewald was able to figure out her baby's gender. "When we were in Arkansas, I did a blood test to find out the gender. Jessa got the results. She's my sister who's just right above me. She got the results and then she sent it to us because I wanted us to find out together," Jinger says.

"I didn't want it to just come to my email. I said, 'I need to send it to her, that way Jeremy and I can find out together,'" she adds. "So then, she sent us a package with a little outfit that told us the gender. So sweet. Oh, so, so sweet."

As for Jeremy, the former Major League Soccer player told his parents as the couple filmed an episode of their podcast.

"We were filming our podcast. And so they were watching the girls for an hour. We told them, 'Hey, in about an hour, we'd like to have you guys on the podcast just to talk about some parenting stuff. So if you could just get ready,'" he tells PEOPLE exclusively.

"They got ready and then, we had them sit down. We were filming the podcast and we just started asking them very specific questions, like, 'What advice would you give to a young couple who's about to have their third child?'" he continues. "They start giving answers, but then you can see their face. It starts dawning on them. Then I put my arm around Jinger and I asked another question, I don't remember what it was. And then, it dawned on them and they kind of were in shock. And everything's devolved from there. But it was fun."

Jinger and Jeremy announced with PEOPLE exclusively on Oct. 15 that they were expecting their third child together. The twosome, who wed in November 2016, are currently parents to daughters Felicity, 6, and Evangeline, 3.

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Although the couple has no preference on the sex of their third child, Jeremy said that getting to be "parents of little girls is incredible." However, they are admittedly "curious to be parents of a little boy."

"If it was another little girl, being a girl dad has been incredible," Jeremy said of their third child's sex as Jinger added, "We're happy either way!"