Rochelle, 23, went for a casual chic look in red trousers, a striped top which kept her baby bump hidden and a beige overcoat as she left the Mayfair Hotel with band mate Mollie King and JLS.
It was good to see Rochelle looking happy and healthy after she'd previously told fans she was under the weather.
On Wednesday she tweeted: "Gutted to miss out on Daybreak this morning. 1st I've missed something. Hated it. Felt very poorly have to listen to the baby. Sorry all."
She later added: "Am feeling a bit better now though."
Rochelle is expecting her first child with JLS star husband Marvin Humes later this year.
The Saturdays are just back in the UK following a hectic promotional trip to America to publicise their E! reality show Chasing The Saturdays, which documents their attempt to crack the notoriously tough US market.
The show airs over in the States in the plum spot right after new episodes of Kim and Kourtney Kardashian's Kourtney & Kim Take Miami!, and starts here on E! in the UK on Sunday.
Mollie, 25, recently told BBC News that the repsonse in America has been "amazing" and the band are gradually building up their fan base there.
"Obviously no one really knows us out there at the moment which was one of the main reasons for doing the reality show," she said, "but we've actually had two of our own headline shows out there. One in New York and one in LA. We couldn't believe people where there. They were both sold out shows. We had a signing in New York too."
Mollie, meanwhile, has also been celebrating landing the cover of the new issue of Cosmopolitan UK magazine, which includes several absolutely stunning photographs of her looking very old Hollywood.
She tweeted: "Dreams DO come true."
> Mollie King parties the night away in gorgeous green dress: photos
> Pregnant Rochelle Humes shows off baby bump in tight dress at Radio 1: pictures