Eminem didn't believe his daughter's pregnancy news at first

Speaking on her 'Just A Little Shady' podcast, Hailie, 28, explained: "He was like, 'Are you trying to call me old? Why are you giving me this jersey that says grandpa?' Then I hold up the ultrasound picture and he was like, 'Oh my god. Wait, this is real? This is happening?'

"It was actually really funny, too, because the person who was recording obviously had no idea that that was the plan. They were thinking, 'Oh we're just getting some shots.' So, their reaction we had to mute because they were like, 'What is going on here? Is this real?'"

Hailie recently revealed she and husband Evan McClintock are expecting a baby boy.

On the podcast, she popped a balloon filled with blue confetti and proclaimed: "It's a boy! We're so excited, too. When we found out, Evan was like, 'They're going to hunt with me. They're going to go golfing with me. I've got a little buddy. I was like, 'Okay well they're still going to Target with me."

Meanwhile, it has been revealed that the 'Stan' hitmaker is "excited" about becoming a grandfather for the first time as he is focused on having a quite life.

The source also noted to PEOPLE that he is being "very protective" of Hailie and that she has become a "big focus" in his life, especially as they live near to each other now.

The insider added: "He's excited about becoming a grandpa and supporting her. He's always been very protective of her."

Eminem - whose real name is Marshall Bruce Mathers III - is also adoptive father to Alaina, 31, and Stevie, 22.