The couple is currently expecting their first child together

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It looks like Nikki Bella had a pregnancy scare before conceiving her baby on the way.

In a sneak peek at Thursday's episode of Total Bellas, Nikki takes a pregnancy test. With her sister Brie Bella on the phone and her boyfriend Artem Artem Chigvintsev and mom standing by, Nikki anxiously awaits the results.

"We came up with the perfect name," says Brie, joking that she and husband Bryan Danielson would "adopt" Nikki's baby. "Artemis 'Dick' Danielson."

The joke eases the tension in the room, getting a laugh from everyone. But the mood takes a turn when it's time to check the results.

"It's negative," Chigvintsev says.

Nikki Bella and Artem Chigvintsev
Nikki Bella and Artem Chigvintsev
| Credit: Neilson Barnard/Getty Images

When asked how the couple feels, the two are on different pages.

"Relieved, happy," Nikki admits.

"Bummed," the former pro dancer says. "It's a bit sad. I do want to have a family. I actually really do think of that future with this woman. It sucks because it was kind of like a slight hope for something that I do know I want, and it's negative."

Nikki says she wasn't ready for such a "life-changing" moment.

"I love our life how it is now," she adds.

As fans know, Nikki did eventually get pregnant. The couple is currently expecting their first child together and got engaged during a romantic trip to France in November.

Last month, Nikki told PEOPLE that she had to cancel her baby shower due to the coronavirus (COVID-19) pandemic.

"I imagined getting pregnant forever and I had to cancel my baby shower," Nikki said. "Anything fun that you do that you get so excited for your first time pregnant, I had to cancel, and that really bummed me out. Just going to classes with Artem, and now we’re going to do everything online, or even going out and shopping for a baby and grabbing lunch. Just everything we do is from the computer."

Nikki Bella bump
Credit: Nikki Bella/ Instagram

But while she’s had to miss some of those milestones, Nikki said she and her baby are healthy.

"I feel so grateful for that because of what the world is going through and the people that are dying and struggling, but obviously this is not what I imagined," she explained.

Total Bellas airs Thursdays (9 p.m. ET) on E!