Layla Kayleigh and Steve Covino
America's Best Dance Crew
co-host Layla Kayleigh
and her boyfriend, satellite radio host Steve Covino, tied the knot in Las Vegas last weekend – and no one was more
surprised than the bride herself.
"It was very unexpected and impromptu," Kayleigh, 28, tells PEOPLE exclusively. "Steve asked me to marry him in Vegas and said, 'Let's just go do this tonight!' I had no idea I'd be going to Vegas and coming home a married woman!"
The intimate ceremony took place on the evening of Oct. 9 in the Graceland Chapel, where the couple's nearly 2-year-old daughter, Melody
, served as flower girl.
"It was Steve, Melody and I, just the three of us," says Kayleigh. "Melody ... walked down the aisle with me, and we held her during the ceremony."
"I did not expect to be getting married, so I didn't have a wedding dress. I grabbed a white dress from my suitcase and off to the chapel we went," she explains.
"If anyone had told me I would be getting married in a Vegas chapel with Elvis serenading me and my husband-to-be, I would've laughed and said no way in a million years! But it was the best time ever – so fun, sincere and surprisingly romantic and spontaneous. Steve always said he wanted a rock star wedding. I guess he wasn't kidding!"
Kayleigh and Covino, 35, who co-hosts The Covino & Rich Show
on Sirius XM Radio, met over the airwaves while he lived in New York and she lived in Los Angeles.
"We didn't know what the other looked like," she says. "We've been friends for seven years and together for four and a half. We were both 100 percent committed to our family and already felt like we were married. We just made things more official."