The Colombian popstar is six months pregnant with the couple's first child and the Spain international has claimed that the 35-year-old singer is feeling healthy.
"Concerning the name, we just haven't been able to decide," Pique told Catalan radio station RAC1.
"There are ridiculous names, like Ulisito, that came out of the press's need to report nonsense. There was also Biel, which we like, but I don't think it will be that one either, or Gerard. We'll see."
The pair became a couple in 2010.