Rochelle is currently pregnancy with her third child with husband Marvin Humes while Dermot recently welcomed his first child with wife Dee Kopang.
Talking about their appearance on the show, they both cheekily admitted they don't mind being at work on the hottest day of the year.
Rochelle said: "It's going be good today - I’m looking forward to this!"
She then added: "We are inside, and with air con, which is brilliant..
"I am just happy to be out the house" and then burst into giggles.
Dermot replied: "Me too!"
Rochelle explained that Dermot's baby was struggling to sleep in the heat, hence the need to escape from the family home.
Later in the show, Rochelle swooned over a waxwork of boxer Anthony Joshua, as a bemused Dermot joked she needed to rein it in as she pretended that it was the real deal.
Rochelle agreed that she should stop "before she gets a divorce", as the pair swiftly moved on.
She shared daughters Alaia-Mai and Valentina with JLS star Marvin, and is expecting a baby boy towards the end of this year.
The morning magazine show is being fronted by a number of different faces whilst Philip Schofield and Holly Willoughby enjoy a summer break away from the show.
Alongside Dermot and Rochelle other stars who have been on the famous sofa include Eamonn Holmes and wife Ruth Langsford.
Rochelle was joined by The One Show presenter Ore Oduba last week.
This Morning continues on Monday at 10am on ITV.