The 24-year-old opted for a loose fitting purple and black satin top, teamed with black trousers, as she joined her band mates for a photocall ahead of their performance.
Frankie announced in May that she is expecting her first child with fiancé Wayne Bridge later this year. The happy baby news came a month after the couple announced their engagement.
The mum-to-be seemed to take full advantage of the hospitality backstage at Wembley Stadium, as she tweeted on Sunday (9 June): "Having an amazing foot massage backstage while istening to The Wanted sound check. I suppose someone's got to work! Lol."
The Saturdays were once again without band mate Rochelle Humes, who is on maternity leave following the birth of her daughter Alaia-Mai on 20 May.
Opening with 'All Fired Up', the girls went on to perform hits including 'What About Us' and 'Forever Is Over', as well as new track 'Gentleman'.
Frankie, who was showing off her glossy new hair extensions at the concert, tweeted afterwards: "That was amazing! So weird I'm in the car home and @CapitalOfficial are playing the performance lol oh hi sats!."
> Myleene Klass and Frankie Sandford in bust-up?
> How to copy Frankie Sandford's amazing colour pop nails
> Frankie Sandford jokes: 'Rochelle's baby has made me fearful!'