The 41-year-old actress-comedienne has been dating Wahlberg since July last year after they met on the set of McCarthy's now cancelled VH1 talk show, reported E!Online.
"I just got engaged!," McCarthy said.
Crying as she talked about the proposal, McCarthy said her son Evan helped with the surprise last week.
"We don't know yet," she said when asked about the wedding date.
This will be the second marriage for both. Wahlberg has two sons from his nine-year marriage to Kim Fey, which ended in divorce in 2008.
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