Pregnant Sienna Miller has her baby shower

The 30-year-old announced her pregnancy in January and was snapped wearing a flowy dress and sandals as she left the event in London on May 27, reported Showbiz spy.

Miller and Sturridge, who promoted his new film which is the screen adaptation of Jack Kerouac's 1957 classic "On the Road" at Cannes Film Festival last week, are rumored to be engaged although neither has confirmed the status of their relationship.

"I'm feeling fine. It's all progressing nicely and it's very exciting," the pregnant actress said in April.