Lohan, who has had tumultuous personal as well as professional life, had announced in mid-March that she was pregnant.
The divorced couple is starring together on 2023 Dancing With the Stars tour.
She also posted an Instagram Story picture of Rhodes’ cake- a blue car- which had the digit “2” inscribed on it.
The couple moved to Turkey for a vacation after tying the knot.
Lindsay Lohan has recently made headlines after getting back to acting with her most recent work being the NetFlix film Falling for Christmas.
Page had come out as a lesbian in 2014 and married dancer and choreographer Emma Porter in December 2018.