The Saturdays star held her oversized tan handbag over her midriff as she exited the building with her band mates on Monday morning (1 July).
Frankie had been on Lorraine with Una Healy, Rochelle Wiseman, Vanessa White and Mollie King to promote new single 'Gentleman' and perform.
During their chat with Lorraine Kelly, Frankie revealed that she's due to give birth in October, adding: "I'm feeling good."
Frankie added that Rochelle and Una had been "good examples" at proving it is possible to juggle pregnancy, motherhood and being a pop star.
The 24-year-old confirmed her pregnancy earlier this year, just a few weeks after announcing she was engaged to long-time boyfriend Wayne Bridge.
Also during the band's chat with Lorraine, they confirmed they will be returning to America next year with their new album to continue their bid to crack the notoriously tricky US market.
The group starred in an E! reality show called Chasing The Saturdays, which followed their bid to break America, but it was confirmed earlier this year it was just a one-season show.
It might be a pretty crowded experience, however, as the group joked they'll now need several tour buses among them to house all their babies and pets!
Rochelle is mum to daughter Alaia-Mai, while Una is mum to daughter Aoife and Frankie will have given birth to her first child by then.
Well, they do say the more the merrier!
Watch The Saturdays' music video for 'Gentleman' below!
More stars who are expecting babies this year!
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