The retired NFL pro and his wife announced they are currently expecting their fourth daughter together

Jason and Kylie Kelce’s family celebrated Thanksgiving in Nashville this year.

The retired NFL pro, 37, and the podcaster, 32, brought their three daughters — Bennett, 21 months, Elliotte, 3, and Wyatt, 5, — along with them as they joined Jason’s brother Travis Kelce, 35, and his girlfriend Taylor Swift, 34, and her family in Nashville, Tenn. for the November holiday.

“Taylor and Travis had a great Thanksgiving together with their families. It’s the first they’ve celebrated together,” a source tells PEOPLE. “Jason was there with his family and kids too. It was very festive and special.”

In late November, Kylie announced that the couple is expecting their fourth baby, and fourth daughter, in an Instagram post.

“I feel like we captured a very accurate representation of how each of the girls feel about getting another sister,” the expectant mom wrote in the Instagram caption. “At least Ellie, mom and dad are on the same page! 🤷‍️”

Jason and Kylie Kelce. Kylie Kelce/Instagram

In the adorable snapshot, each Kelce daughter donned matching sweaters with “big sister” embroidered on them. The three girls showed a range of emotions, with Wyatt looking in disbelief as she cupped her hands to her head. Elliotte smiling wide for the camera, and Bennett crying.

Shortly after sharing she is expecting another baby, Kylie announced that she is starting her own podcast — Wave Sports + Entertainment’s Not Gonna Lie with Kylie Kelce.

In a snippet from a trailer for her new podcast, Kylie shared that she’s not going to stop cursing in front of her three daughters, and said that they’re used to hearing that kind of language.

“I’m not going to stop cursing in front of my kids,” she said. “My kids hear the F word on a daily basis. They know that it’s a ‘grown-up word.'”