She also revealed she has not suffered with severe morning sickness like her sister did.
Pippa said: “This being my first pregnancy, I had so many questions I felt were still unanswered.
“I wanted to know things like — would I strain if I served in tennis? Are all strokes of swimming safe?
“Can I still do a normal yoga class if I avoided certain positions? Could I still work my abs?”
The fitness fan also revealed how her body has changed during pregnancy.
Pippa is putting on weight in a healthy manner, she told readers.
“I’ve noticed my body change and weight increase — but through effective exercise and sports I feel that it’s being strengthened to support a healthy pregnancy, birth and recovery,” she said.
However, she did reveal she has also given up running.
Pippa added: “I stopped running — not because I read it was unsafe, just because I rather liked the idea of giving my body (and growing baby) a rest from pavement pounding.”
Kate Middleton suffered from hyperemesis gravidarum of extreme morning sickness when she was pregnant.
Apparently the condition does not run in the family, as Pippa has been morning sickness free.
She said: “I was lucky to pass the 12-week scan without suffering from morning sickness.”
Sister Kate Middleton has three children, Prince George, four, Princess Charlotte, three, and Louis, two months.
She recently spent half term at Anmer hall with her children and Prince William, 35.
The family spent the break from schooling in Norfolk.