"I had no idea!" Milano, 37, told Us Friday at the Children Mending Hearts' "Peace Please" gala in L.A.
Two weeks ago, when she and Applegate, 38, were shooting the comedy Hall Pass in Atlanta, "she kept it a secret," Milano told Us. "The funny thing is, my husband is actually her agent, so she really kept it a secret from everyone! But I'm thrilled for her. They are an amazing couple, and I think they are great."
Her tip to the bride-to-be? "Never forget to laugh!" said Milano, who wed Hollywood agent David Bugliari last year.
Case in point: Jersey Shore star Ronnie Ortiz-Magro, who recently made fun of Milano in Interview magazine. ("Alyssa Milano? What's the last thing she's done, Who's the Boss? It's like, 'Who's the boss, now, Alyssa?'" he said after she told Us she didn't like his MTV show.)
She is laughing off his remark.
"I think Ronnie is funny," she told Us. "He is silly. I'm sure people aren’t taking him too seriously with that stuff."
She said she enjoyed recently shooting a Jersey Shore spoof. "It was super, super fun," she told Us. "My brother came up with the idea to call Funny or Die. I called them on a Thursday; they pitched me the [concept], and then Friday we were shooting it. That's how quick it happened!"