Megan Fox Shows Off Baby Bump in Sheer Burgundy Dress & Matching Thong

Megan Fox isn't letting her growing baby bump keep her from rocking sexy styles this holiday season ... the actress stepped out in quite the risqué number after announcing her pregnancy.

Check it out ... Megan hit the Grove in Los Angeles for a visit to Revolve's Holiday Shop, where she threw on her most festive look -- an all-matching burgundy ensemble. While winter is fast approaching, MF wasn't afraid to heat things up with her look, donning a sheer turtleneck dress, which she placed over a matching bra and thong.

Megan, who is expecting her first child with fiancé Machine Gun Kelly, covered up a smidge for the visit ... throwing on a long, leather trench coat for the occasion.

Megan announced her happy news earlier in November, where she posed almost entirely nude outside having black paint drenched all over her body. In the image, Megan cradled her prominent bump ... but further confirmed her baby news by uploading a picture of her positive pregnancy test.

At the time, sources told TMZ ... Megan was around 4 to 5 months along and expecting her little one sometime in March.

Since then, Megan has put her baby belly on display a handful of times ... including a photo shoot where she rocked black, lace lingerie.

Speculation about Megan and MGK's new addition first sparked back in July, when the "Transformers" star appeared to have a baby bump in her man's music video with Jelly Roll.

Though, the couple waited to confirm their happy news until months later.

Megan is already a mom to her 3 sons, Noah, Bodhi, and Journey, who she welcomed with ex-husband Brian Austin Green. MGK is also already a dad, having welcomed daughter Casie in 2009 during another relationship.