"We've been excited to become parents for a long time and to see this bump popping out on the carpet is blowing my mind," Frankie Ballard told PEOPLE

By Maria Pasquini and Juliette Vara
November 14, 2019 11:00 AM

It all started with a baby bump!

Frankie Ballard and his pregnant wife, Christina, attended the 2019 CMA Awards on Wednesday — making their first red carpet appearance since they announced they’re expecting their first child.

“I’m so thrilled to be on this red carpet in the first place, but to have our growing little family is a dream come true,” Ballard, 36, told PEOPLE. “This is our first baby in here. We’ve been excited to become parents for a long time and to see this bump popping out on the carpet is blowing my mind.”

The first-time expectant father also shared that “the mystery is intact” about their child’s sex, but he and his wife are working on both boy and girl moniker options — and they’ve already got a boy name in the bag.

“I’m Frank Robert Ballard IV, so if it’s a boy, Chrissy has agreed and is thrilled to name him Frank V. We will have a little cinco!” Ballard said. “If it’s a girl, I’ll be just as thrilled because either way, my heart is going to be bursting at the seams.”

“We have a great list of [girl] names, but Chrissy and I haven’t locked eyes yet on the one,” he continued. “We have a couple of classic names that I really like — try to make something timeless happen for this little baby.”

Never miss a story — sign up for PEOPLE’s free daily newsletter to stay up-to-date on the best of what PEOPLE has to offer, from juicy celebrity news to compelling human interest stories.

Frankie Ballard (R) and wife Christina
John Shearer/WireImage
Frankie Ballard (L) and wife Christina
Evan Davies

Ballard and his business-owner wife revealed their pregnancy news exclusively to PEOPLE last week. Said the dad-to-be, “Purpose is the gasoline of any great creative fire, and a growing family reminds me just how bad I want to make music for mine.”

Alongside the couple’s pregnancy announcement, Ballard said that learning he would be a first-time father was the “most unique feeling.”

“I can only describe it as a combination of emotion and words. Shock-tacular, grateful, awe,” the "Sunshine & Whiskey" singer said, adding that his experience at their first ultrasound “blew my hair straight back.”

“I had a thousand prayers answered in one appointment,” he continued. “To see toes wigglin’ and a strong heartbeat sent electricity through my bones.”

Check out PEOPLE’s full CMA Awards coverage to get the latest news on country music’s biggest night.

Frankie Ballard and wife Christina
Evan Davies

RELATED VIDEO: Carly Pearce Says New Artist of the Year CMA Awards Nom Gives Her “More Confidence”

The country crooner also shared that he and Christina couldn’t wait to walk the red carpet at the CMA Awards together.

“We’re thrilled to bring a baby on the CMAs red carpet with no stroller, extra bags or a fancy diaper,” he told PEOPLE last week, joking, “I think we best enjoy it while we can!”

On Wednesday’s red carpet, Ballard said of learning about parenthood from his own mom and dad, “You take what you learn from your parents, but some of those techniques may not work perfectly for you. Becoming a parent is something you have to make your own.”

“I know Chrissy’s upbringing was special and so was mine, and it’s going to be hard to beat,” he continued to PEOPLE. “But just taking ownership that this [is] our little ball of clay is step No. 1.”

The 2019 CMA Awards aired live from Nashville’s Bridgestone Arena on Wednesday, Nov. 13, at 8 p.m. ET.