The singer is Down Under while she sits as a judge on the Australian X Factor. She boarded a flight from Melbourne after celebrating her 36th birthday on Sunday.
But upon landing at Sydney airport, she soon realised that all of her family's suitcases had vanished.
Taking to Twitter.com to vent her frustration, she wrote, 'It's no fun loosing (sic) all your luggage from a flight to Sydney, arrrrrhhhh looks like i will be wearing my pregnant birthday gown tomoz (tomorrow)... we have no luggage but we are all safe and sound!'
The former Spice Girl is expecting her first child with husband Stephen Belafonte in summer. She already has daughters Angel and Phoenix from previous relationships.