Green’s Dictionary of Slang

caught (out) adj.

pregnant.

1932		V.F. Nelson Prison Days and Nights 27: Any broad that gets caught, all she has to do to save her face is holler rape.
1949		H. Miller Sexus (1969) 385: I don’t seem to give a damn. If I’m caught I’m caught.
1989		J. Morton Lowspeak.