The couple have just two months to go until they welcome their first baby together, and are clearly making the most of their last few weeks before the big day.
Medical graduate Emily, 23, kept her baby bump under wraps as she headed out with her handsome beau. She chose a loose-fitting black dress teamed with a stylish faux fur gillette, black ankle boots and tights.
Peter, 40, looked particularly dapper in a navy blue suit as he proudly escorted Emily to the star-studded event.
The couple, who have been dating for a year and a half, were guests at the home of Phones 4 U entrepreneur John Caudwell in Mayfair.
They rubbed shoulders with stars including Eva Longoria and Boris Becker.
"Amazing evening for Caudwell Children," tweeted Peter at the end of the night. "You're a good man, John Caudwell."
Despite her flawless pregnancy appearances, Emily recently revealed she isn't all that confident about her new shape.
"It's at the in-between stage where it doesn't really look like a bump," she recently said on Pete's reality show. "I guess it sort of does, but it just makes me look kind of bigger."
Her boyfriend — who has two children with his ex-wife Katie Price, Junior and Princess — recently revealed that he is hoping the new arrival is a little girl.
He told New! magazine, "Junior is happy either way, but Pringles (Princess) says she won't be happy if it's not a girl.
"If it's a boy, she's not changing nappies or doing anything. So now I'm like, 'Please let it be a girl!'"
Pete also revealed he is starting to think about names. "Biblical names are great," he said. "Alexandra, Cleopatra… those nice biblical names."