"My belly! and my muscles getting big with Anthony Michael #preggoproblems," wrote Danielle next to the photo.
In the pictures 26-year-old Danielle, who is expecting a baby girl, is seen wearing a blue vest and black leggings as she lifts weights with the help of her personal trainer.
In August Danielle revealed the gender of her first baby by sharing a cute sonogram image of her baby on Instagram.
"A girl," wrote Danielle. "It feels so real!"
"I can't believe this is ours @kevinjonas and I are so blessed," wrote the reality TV star on another ultrasound image. "Look at that cute nose !!!"
Kevin and Danielle, who have their own reality show called Married To Jonas, announced their happy news back in July.
"It's true @daniellejonas is pregnant!" Tweeted Kevin, 25, who is the eldest of the Jonas Brothers. "Can't even imagine how excited we are I can't wait to share this with my best friend. I love you baby."
Kevin married former hairdresser Danielle on 19 December 2009, two years after they first met on a family holiday in The Bahamas.
For the romantic ceremony, which took place at Oheka Castle in New York, Kevin chose his two brothers Joe and Nick to be his best men.