Olivia Wilde isn't letting pregnancy stop her from being active.

The 29-year-old actress was spotted make-up free on the way to the gym. She was dressed in black cropped leggings, a gray sweatshirt and black sneakers. Aviator sunglasses and a messy bun completed her workout look.

Her baby bump was more concealed than when she wore a sparkly green Gucci dress to the Golden Globes. The dress was meant to accentuate the bump, but regularly, people are unsure whether or not she's actually pregnant, noted the Daily Mail.

"I find that people will go to such great lengths to not mention, People will be like, 'Hey, would you like a glass of whiskey?' Or, 'You want to get on this rollercoaster?' And I'm like, 'Oh well, I'm actually pregnant.' And they go, 'What?' I think it's because unless someone is watching you give birth," she said, "they don't want to to make the wrong call because that's the worst thing in the world - when you congratulate a non-pregnant woman on her pregnancy."

Wilde announced last month that her baby boy with fiancé Jason Sudeikis would be born on May 4, joking that she uses a "Star Wars" mnemonic device to remember it.

"May the fourth be with you," she told Ryan Seacrest.

This will be the first child for Sudeikis and Wilde, who met on Saturday Night Live in 2011. They first went on a date six months after that, and are now engaged. This will be the second marriage for both.

The couple has been very vocal about their relationship. Wilde has bragged about their sex life, and in the April 2013 issue of Marie Claire, she said she couldn't wait to have children and that Sudeikis was "who I want to raise a child with."

News of their pregnancy was revealed in October.