"Happy Thanksgiving," he captioned the couple's shot, which also featured their two dogs.
Last week, Cuoco noted she was at the "halfway" point of her pregnancy, posting two shots of the progress. In the first, she wore a striped tank top and a black cap angling her body to the side for the photo; in the second, she wore a brown midi dress that hugged her bump.
The actress also shared a bunch of photos last month of her pregnancy, including a snap of her in comfy loungewear on the couch, as well as a picture of her and Pelphrey posing together with her bump on display in front of a mirror.
Cuoco also shared that she's still exercising to keep healthy during her pregnancy, previously posting a photo at the gym with her trainer. In it, Cuoco posed in a black tank top and leggings, with her side profile on view, while her trainer showed off her abs. Cuoco thanked her trainer for the "super badass pregger workouts."
Kaley Cuoco Instagram
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Cuoco and Pelphrey previously announced their baby news on Instagram in October with a collage of pictures of the couple throughout the early stages of the pregnancy.
In the post, the pair shared a photo of themselves smiling at each other while Cuoco held up a pregnancy test. They also shared a few photos of themselves posing with cake slices that had bright pink frosting inside, indicating a baby girl is on the way.
Cuoco captioned the post, "💕Baby girl Pelphrey coming 2023💕 beyond blessed and over the moon… I 💓you @tommypelphrey!!!"
A source close to the expecting mom told PEOPLE that Cuoco "couldn't be happier" with her actor beau and is "very ready to be a mom."
"She is so excited that it's happening," the insider added. "Kaley has been dreaming about this for a while. She is so happy."