The couple, both 32, shared their news with New Idea, with Bryce saying the proposal and pregnancy "all happened very fast".
The couple's twins will be a world-first for a Married At First Sight couple.
"It's been a whirlwind but we're so incredibly happy," Melissa told the publication.
She added that getting married legally and outside of the show "just felt like the next logical step" after exchanging vows in a ceremony on the show last year.
Bryce told the publication he had originally planned on popping the question during a hot air balloon ride, but due to bad weather he instead chose a helicopter tour. It wasn't a total surprise to Mel as she helped him pick out the ring, but said it was a day she'll "never forget".
Due to the ongoing Covid pandemic, Bryce was unable to join Mel for her first ultrasound, "I was alone during the first ultrasound and she just came straight out with it - no warning," Melissa said. "I couldn't stop crying, it was very emotional. I think I said 'holy s**t' seven times."
Bryce said he hopes the kids will "grow up close", calling the whole situation a "blessing".
Despite finding love on the controversial reality series, the couple revealed the show's experts Mel Schilling, John Aiken and Alessandra Rampolla won't be invited to the wedding.
"Definitely not," Melissa said, though Bryce added some of the show's grooms would make the list including Jason Engler, Cameron Dunne, Russell Duance and James Susler.
Taking to Instagram, Bryce wrote, "We are beyond excited to share the news that we’re officially ENGAGED plus we’re going to have some company come December 2021.. we’re having TWINS!
"[Melissa] & I can’t wait for this next chapter in our lives as we navigate parenthood as one happy, loving family!"
Bryce shared a photo of himself and Melissa holding a photo of a sonogram and another of Melissa showing off her engagement ring, which features a black diamond with a halo and yellow gold band.
"Omg how exciting," one follower commented. "Such amazing news. Congratulations guys."
"WOW Congratulations to you both," another wrote. "All the best on your new bundles of joy."
"Best best best news guys," someone else added.
Melissa also shared the same photos, writing, "[Bryce] and I are ecstatic to FINALLY reveal that not only are we engaged... We are also pregnant and expecting… TWINS! Words cannot describe the joy, love and pure excitement we feel for one another and for our babies."
Former MAFS star Jesse Konstantinoff commented, "What!!!!! You kept this from me... congratulations!!!!!"
"Congratulations that’s beyond exciting and yay twins," another follower wrote.
"That’s wonderful news to you both!!! How damn exciting!!! Triple the excitement!" someone else wrote.
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