Johnson looked slender as she added high-waisted black leggings to her look and carried a light pink sweatshirt and brown purse over her shoulder.
"Now I had to be like, 'It was just my birthday, ' and all the people that I didn't invite know that I had a birthday party", Johnson lamented.
The granddaughter of The Birds actress Tippi Hedren had her hair up and wore black sunglasses.
"Well, the only thing I'm pregnant with is a lot of really good ideas".
Ellen joked about the rumours as Dakota entered the studio in a short white skirt, saying: 'That is a mighty tight outfit for someone who's pregnant'.
Ellen couldn't help but ask her about the pregnancy rumours. "It was my birthday and there were balloons that happened to be pink and blue, and so then I was pregnant?"
"But not any babies", Johnson said, explaining that speculation stemmed from her birthday party. The balloons were released into the air and TMZ claimed that the balloons were to reveal the baby's gender.
"I didn't know that the balloons were going to be released, they were just in an arch".
An archway of pink and blue balloons decorated the party on Sunday.
"A lot of people congratulated me, ' she smiled".
Dakota and the Coldplay frontman have been dating since last October after they met through mutual friends.
Meanwhile, Dakota and Chris are famously private about their relationship, but the Fifty Shades of Grey star recently lifted the lid on their romance in an interview with Tatler magazine for its November issue, stating: 'I'm not going to talk about it.
Chris' ex-wife Gwyneth Paltrow, 46, tied the knot with her beau Brad Falchuk, 47, in the Hamptons on September 29.