The actress is pregnant with the couple's first child, Mulaney told Seth Meyers on a visit to his late night show on Tuesday.
"In the spring, I went to Los Angeles and met and started to date a wonderful woman named Olivia — Olivia Munn," Mulaney told the host. "I got into this relationship that's been really beautiful."
He continued about his recovery process amid addiction issues, "She's held my hand through that hell, and we are having a baby together." Mulaney added, "I'm going to be a dad. We're both really, really happy."
A source told E! News at the time that Munn and Mulaney's romance blossomed from a years-long friendship, but noted that things between the twosome were still "new and not at all rushed." After all, the "Saturday Night Live" alum had just completed a stint in rehab for addiction struggles and was dedicated to maintaining his health.
In late June, the couple enjoyed their first public outing together in Los Angeles.
A month later on July 23, Mulaney, 39, officially put an end to his six-year marriage by filing for divorce from the artist. Tendler said in a statement following their split that she was "heartbroken" by the comic's decision to go to their separate ways, but wished him continued success in his recovery.
As for Mulaney and Munn's rapid love story, the 41-year-old "X-Men: Apocalypse" star implied in a July interview that very few know the truth about their journey together.
"I think what's more surprising is how much is incorrect," she shared with New Beauty. "There is so much attention on things that aren't the truth. And if you speak up and try to say the truth, you're accused of being messy or just not believed. I've gotten used to it, but it hasn't made it easier."