"Jack sells tequila for Casamigos which we love," she says, referring to the company founded by George Clooney and Rande Gerber, husband of Cindy Crawford. "It makes me even more of a yummy mummy because I just drink the tequila when I go and sell it," she continues.
"What else can I tell you," she says before saying candidly, "No, she's not pregnant!"
Fergie also opened up about her unusual living situation with ex-husband Prince Andrew, saying, "Yes I do live in Royal Lodge with my handsome prince, who is the best-looking prince of the whole darn lot, you know, there you go," as the crowd cheered and whooped.
Speculation the former royal couple were back together was only fueled by Princess Eugenie's latest Instagram celebrating the pair's wedding anniversary.
On Wednesday, she posted a photo from Sarah Ferguson and Prince Andrew's 1986 wedding, writing, "who else has ever forgotten to congratulate their parents on their wedding anniversary! I'm a day late but I wanted to celebrate my parents getting married 33 years ago...Thank you for always being the best of friends and bringing us up together."
Eugenie has once called her parents "the best-divorced couple I know," adding that they always went out of their way to make her and her sister Princess Beatrice "feel secure."
But when asked by the Daily Mail in 2010 if he and Fergie would ever get married again, Prince Andrew said, "No. We are both in a better place. It’s because we are in a better place which is probably why we are able to remain such close friends. We have two great kids. We do things together as a family."
WATCH: The Sweet Moment Prince Andrew Walks Eugenie Down The Aisle.