Nathan Followill and Jesse Baylin are expecting their second child

The 38-year-old rocker captioned the post: "No thanksgiving pregnant stress here at all #turkeyme #babyme #wineme (sic)"

Meanwhile, Nathan - who has been married to Jesse for eight years - previously said that he's protecting his daughter Violet from the rock band's racy lyrics and told her their hit 'Sex on Fire' is actually named 'Socks on Fire'.

The 'Waste a Moment' hitmaker won't ever tell his little girl the true meaning behind the track and has told a white lie so she won't find out.

He quipped: "It's 'Socks on Fire'. Uncle Caleb's socks caught on fire one night when I was drying them out on the heater."

However, the band's frontman Caleb Followill - who has five-year-old Dixie with his model wife Lily Aldridge - said there are "much bigger" songs to worry about.

He said: "I think that song is the least of our worries. We have much bigger things to tackle than 'Sex on Fire.'"

Nathan added that their girls won't "ever" be allowed to hear their track called 'Taper Jean Girl', which features the dreaded C word.

On the track, Caleb sings: "***** watch their bodies, no room for make up I think he's tasted, tasted the watcher ... (sic)"

However, it might be hard for them to shield their girls from their music as Nathan said Violet is aware of her dad and uncle's band already.

He said: "Anytime she hears Kings of Leon's music ... Yeah she knows Kings of Leon.

"Like that's uncle Caleb singing, and that's daddy on the drums, and that's ... someone filling in for uncle Jared on the bass."

The 'Use Somebody' hitmakers previously insisted that fatherhood has changed them as a band.

Kings of Leon - who make up brothers Caleb, Nathan, Jared and their cousin Matthew - have ditched the rock 'n' roll lifestyle since three of them became fathers, however, Caleb insisted they are still having fun, just a different kind.

Speaking about Dixie, he said: "She will break you down pretty quick. Your kid will put you in your place. The honesty of a child goes a long way and you realise just how uncool you really are."

In the earlier days of the band, they were all hell raisers and took every opportunity they could to party on tour.

On how the dynamic of the group has changed, Jared - who is the youngest member of the band and yet to have children - revealed: "There is a f***ing birthday party every three weeks!

"There is always something going on - holidays and stuff. So when we do get off the road, we still have to be a family."