"We like Julian if it's a boy and Isabella if it's a girl," he told PEOPLE Saturday while hosting at The Bank nightclub in Las Vegas.
Thicke's wife, Paula Patton, is due with their first child in May.
"My wife is good," he said, "I'm just trying to make her as comfortable as possible and hopefully nature will take care of the rest and give us a healthy baby."
Though this is his first, he's gotten plenty of advice. "The best advice I've got was I've been told just to enjoy this moment and it's the most special time in your life. It can seem stressful and worrisome, but it's the best time and we're excited."