"Working on that speed and power today was fun. I feel I can push and smash without compromising the safety of our baby girl. I work with the best people and we are on a mission together."
"27 weeks and getting my grind on. Suns out guts out," another post of Dame Valerie training, read.
The New Zealand shot put queen's training videos have drawn attention from not only fans but also her basketball star half-brother Steven Adams.
"Amazing work sis," he commented on Instagram.
Others were quick to call Dame Valerie "a machine", "legend" and "inspiring".
Dame Valerie, 32, told the Herald in April that she was thrilled to celebrate becoming a mum.
"We couldn't be happier," she said. "I've always wanted to be a mum. This is bigger for me than any gold medal.
"Gabe and I kept it between us for a very long time. I kind of freaked out a little bit because when you find out you start reading loads of things - and your brain naturally registers all the bad stuff.
"For the first time I wasn't able to control everything in my life and Gabe and I just felt like taking our time in letting people know was the right thing to do.
"But to finally tell people, that's really fun. We can relax a bit and start enjoying it."
The baby girl will share both parents' names, with a surname of Adams-Price.