The show jumper held her black clutch bag across her stomach at times but there was no mistaking a hint of baby bump under that summery yellow dress!
Zara and her rugby player husband Mike Tindall announced last month that they are expecting their first child together.
In a statement at the time Buckingham Palace said: "Mr and Mrs Mike Tindall are very pleased to announce that Zara Tindall is expecting a baby in the new year.
"The Princess Royal and Captain Mark Phillips, Mr Phillip and Mrs Linda Tindall, and members of both families are delighted with the news.
"This baby will be the first child for Mike and Zara and the third grandchild for the Princess Royal."
Zara and Mike married in Edinburgh in July 2011.
Since her pregnancy announcement, Olympian Zara has taken the decision to stop competitively show jumping until after the birth.
In a statement, a rep for the royal said: "The fact is that all of Zara's horses have now qualified for the events she wishes to enter them for next year.
"She has done so well already this season, she does not actually need to compete any more. Given that she is pregnant, she has decided to cancel the rest of her entries for the year.
"She is feeling fine and is following all medical advice from her doctors. She is just being sensible about this. If there is no reason for her to ride, then she won't."
Zara and Mike's new arrival will be the second royal baby in less than a year, following the Duke and Duchess of Cambridge welcoming baby son Prince George Alexander Louis on 22 July.
Prince George's first photocall - gallery: