The 28-year-old Olympic gold medalist regularly attends a yoga class in her hometown of Sheffield.
The heptathlete, who is due to give birth in July, has been attending Yoga At Reach - a class run by instructor Nicola Harpin - for the last couple of years.
Jessica explained that Nicola has changed the types of exercises and breathing techniques they cover in class to accommodate her pregnancy.
"It's a great way to have a stretch," she told The Star. "Yoga has been really good for me training-wise.
"It helps me keep some level of fitness up through my pregnancy and also in the run-up to major championships."
Back in April, Jessica tweeted a photo showing her striking a pose at a Yoga At Reach class: