Revealed: How pregnant Kate Middleton is keeping fit
A source told Now magazine: "She's been doing it three times a week because she feels it's the best type of exercise for her - unlike yoga, she can focus on specific areas of her body."
On top of this, 31-year-old Kate's been sleeping well and listening to suitably chilled out music.
The source continued: “Kate's been looking after herself by making sure she gets eight to 10 hours of sleep a night.
“She's also been playing soothing music by Emeli Sandé, Ellie Goulding and Adele to her bump.”
Obviously not one to sit indoors and relax, Kate has also been walking her dog Lupo, who's proved a "great comfort" while husband Prince William, 30, has been away working with the RAF.
Earlier this week St James' Palace announced that Kate and Wills will become Mum and Dad in the summer.
The Palace confirmed: “Their Royal Highnesses the Duke and Duchess of Cambridge are delighted to confirm they are expecting a baby in July.
“The Duchess' condition continues to improve since her stay in hospital last month.”
The statement dismisses reports that Kate was carrying twins.
Rumours circulated that Kate might be having two children after she was knocked down with hyperemesis gravidarum - an acute form of morning sickness that mostly affects women pregnant with twins.
Kate had to stay in hospital because of the risk she could become severely dehydrated and has kept a low profile since announcing her pregnancy.
We can't wait for that royal baby to come along!