The 43-year-old accessorised her outfit with strappy black heels, a pair of sunglasses and her trademark red lipstick.
While Gwen and her husband of 11 years, Gavin Rossdale, have yet to confirm the news, a source told US magazine In Touch Weekly that the couple are over the moon about the pregnancy.
"Gwen and Gavin couldn't be happier," said the source. "She's just trying to focus on resting right now. She wants to make sure that all is well with the baby."
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Gwen, who is already mother to sons Kingston, seven, and five-year-old Zuma, sparked rumours that she was pregnant in August when she was seen in London showing a more rounded stomach under a navy blue trench coat.
The No Doubt singer has previously spoken about how her role as a mother has changed over the years.
"When you first have a baby your life doesn't change," said Gwen to Elle magazine. "I mean, you have a little less sleep and you drag these cuddly things around and it's just amazing. But you still get to be you.
"Once they get to, like, five, six and school, it starts to get, like, 'Wow, they've got real problems. They're my responsibility."
Californian Gwen and British guitarist Gavin married on 14 September 2002 in St Paul's church in Covent Garden, and held another ceremony in LA two weeks later.
Two years into their marriage a paternity test revealed Gavin to be the father of model Daisy Lowe after his brief relationship with her mother Pearl in the late 1980s.
The following year Gwen announced during one of her concerts that she was pregnant and welcomed Kingston James McGregor Rossdale on 26 May 2006.
Kingston's brother, Zuma Nesta Rock Rossdale, was born on 21 August 2008, seven months after Gavin's father announced the news that he was going to be a grandfather again.