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She told Latina magazine, "I'd like to still do something five days a week, from a half hour to an hour - nothing excessive, just some moving (around). It makes the whole pregnancy so much easier. The more fit you are, the easier the birth is, and a healthier baby you're going to have."
Alba reveals the keep fit regime is a tried and tested one - and she only has to look to her grandma to see how well it works.
She tells People.com, "My grandmother was amazing. She would go home and would put on the clothes that she wore before she got pregnant with all five of her kids. It's definitely good genetics, but she also worked through all of her pregnancies. Just being on your feet and moving probably helped."
Alba is already a mum to daughter Honor, who turns three next month (Jun11), and she can't wait to have a newborn around the house again: "Aww... They're little peanuts! They're just the best. Their smell, and the cuddling! They're so sweet."