The 33-year-old former Destiny's Child singer sat on a mat in a simple yoga pose with her hands pressed together as if in prayer and her eyes closed as she meditated.
The former bandmate of Beyonce wore a grey and white exercise bra and matching leggings with the waist band pulled below her blossoming belly.
Kelly recently told Us Weekly: "I'm in love with boxing and yoga right now. It just feels good, it's really empowering.
"I think that nothing should change whether it comes with your age or whatever. I think you should always do what you love to do."
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Kelly announced just nine days ago that she and her manager husband Tim Witherspoon were expecting by sharing a snap of a pair of Air Jordan trainers with a baby version next to them on her Instagram page.
She wrote alongside the snap: "I'll be stuntin like my daddy...".
The couple, who have been together since 2011, got engaged in December and married last month in Costa Rica, with Beyonce and her sister Solange among the guests.