Pregnant Pippa Middleton displays her growing baby bump

Pregnant Pippa Middleton, 34, was spotted leaving Define Fitness in London's Fitzrovia on Friday. Photo / Supplied

She is just weeks away from welcoming her first child.

But it seems Pippa Middleton is sticking to her rigorous exercise regime after she was spotted visiting her local gym on Friday.

The sporty younger sister of the Duchess of Cambridge was glowing as she left Define Fitness Studio in Fitzrovia, which charges upwards of £28 per class, reports news.com.au.

According to onlookers, the author and socialite appeared to have enjoyed a one-to-one training session with founder Ashley Verma, a former Broadway dancer.

Pippa who is married to financier James Matthews, 42, was casually dressed in a light grey hoodie and black leggings.

The Waitrose columnist is also a keen tennis fan and recently revealed how she's continued to enjoy the game throughout her first pregnancy - inspired by Serena Williams.

The author and socialite said that Serena - a friend of the Duchess of Sussex who she will have rubbed shoulders with at the royal wedding in May - "famously proved that women can play a high level of tennis from two months up to eight months".

Pippa is known to be a keen gym-goer, and has competed in triathalons and swimming competitions in the past. Photo / Supplied

"Few of us can relate to this elite excellence, but if you're a healthy, well-trained player with an uncomplicated pregnancy there's no reason why you can't continue a good level of tennis," Pippa said.

She also joked that being matched against a pregnant player can distract opponents, writing: "In the spirit of competition, now is the time to make the most of them holding back."

Pippa also revealed how swimming had helped her keep fit with the added bonus of preventing swelling during the heatwave.

Writing in her column for Waitrose Weekend, she said: "Swimming throughout pregnancy offers a wonderful feeling of weightlessness.

"From personal experience, I'd confidently say I find it has been the most enjoyable and rewarding form of exercise since I found out I was expecting."

Pippa is known to be a keen gym-goer, and has competed in triathlons and swimming competitions in the past.