Clad in a beautiful cashmere maternity coat from Seraphine (now sold out!), the 33-year-old Duchess of Cambridge chatted with young athletes on the court and toured the facilities.
We wonder if she spoke about meeting basketball legend LeBron James in New York last month?!
If you remember, some people went crazy in December 2014 thanks to a picture taken after a basketball game attended by Kate and Prince William in New York, where LeBron where he placed an arm around the duchess.
Royal watchers claimed this was a breach of protocol but Kate didn't look too fussed by it as she was laughing and smiling in the photos.
Kate's know to be a huge sports fan and isn't averse to trying out different sports when she's touring facilities: we've seen her playing hockey ahead of the Olympics and taking part in rowing matches abroad.
This time around, however, it was strictly spectator for the six months pregnant royal as she watched children take part in various activities inside the gym.
Kate started her day by officially opening the Kensington Aldridge Academy before crossing the grounds to open the nearby Kensington Leisure Centre. It opens to the public in March.
This was Kate's third day of public engagements in a week.
She also opened an Art Room at a school in Ladbroke Grove, West London, and attended a Fostering Network event in Islington, North London, last week.
Reveal is now on Google Plus! Join us here for the latest pictures, fashion and celebrity news!