Katherine dressed her baby bump in a pale blue dress and white jacket as she sat in the Royal Box alongside filmmaker husband Andrew Levitas.
The couple were joined by Stephen Fry and husband Elliott Spencer to watch Serena Williams' win over Victoria Azarenka.
Katherine is expecting her first child with Andrew, and she announced her baby joy in April, revealing via Instagram that the couple are expecting a baby girl.
Katherine broke the news by posting a photo of tiny pink shoes placed over the couple's wedding photo. The caption read: "Couldn't be more excited to meet our little girl!"
Katherine married American-born Andrew at Hampton Court Palace last year.
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