And he then joked he planned to keep the couple in suspense as he said: "Okay we're going to do another song!
"Oh, you're still there Mike!"
He then organised the audience into a countdown before dropping to his knees and declaring: "It's a little baby girl."
He then quipped: "That's what I wanted - is that what you wanted?"
The 27-year-old singer then pretended to cry with joy as the arena erupted in cheers at the news.
Styles - who is dating Olivia Wilde - clearly likes to read the signs his fans hold up at shows. Last week he offered some dating advice to one woman in the audience after she used a placard to ask him a question.
At the show in Minnesota, the fan was holding up a sign which read, "Should I text him?", and the "Adore You" singer addressed the question on stage.
He said: "In my opinion, if you should, then this isn't even a question.
"If we're playing games … If you're wondering, 'Should I text him? Can't text him too soon … And now I'm thinking about double texting and that's whole other risky business …'
"My personal opinion is that if there's any sort of games: Trash, trash, trash, not for you."