The former X Factor winner was all smiles as she walked through Soho dressed in a knee-length floral skirt, black crop jacket and nude heels.
Alex completed her look with a sheer round-neck top, which exposed her black lace bra - very daring!
'Bad Boys' singer Alex, who is set to take over the lead role in West End show The Bodyguard, looked radiant as she sported soft curls in her hair.
Last week, 25-year-old Alex assured fans that her new leading role in the West End doesn't mean she's quitting music.
Alex, who has already started rehearsals, will take over from the show's current star, Beverley Knight, in June to play the role of troubled singer Rachel Marron at the Adelphi Theatre in London. It's a big challenge for Alex, as the role was made famous by the late Whitney Houston in the movie co-starring Kevin Costner.
Alex said last week: "The Bodyguard is an exciting venture for me and I can't wait to get started! Thank you to those who are supporting me. It's a challenge I'm very scared about - but at the same time so excited about!"
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Watch Alex's video for 'The Silence' below: