The 29-year-old actress sported a casual look, wearing navy leggings and a matching t-shirt with a blue hooded sweatshirt and sneakers.
Evidence of Fox's baby bump poked through the navy t-shirt as she hit the frozen yogurt spot.
Fox is expecting her third child with Brian Austin Green.
After the baby news broke, some questioned who the father might be due to the couple's recent split. But a source told PEOPLE, "of course Brian is the dad!"
Fox herself poked fun at the speculation, posting a photo on Instagram of herself alongside her costars Shia LaBeouf, Will Arnett and Jake Johnson, writing "#notthefather."
Fox filed for divorce in August after five years of marriage and, according to legal findings, the divorce is still pending.
The two already have two children together, Noah, 3, and 2-year-old Bodhi, and the source said that the pregnancy came as a surprise.
"They both love being parents," the source told PEOPLE, adding that the two are "continuing to work on their marriage and are living together again."