The former S Club 7 singer sported a dark grey, cape-style coat with a fur-lined hood over a grey mini dress.
The mum-to-be accessorised her look with tights, black heeled boots and carried a silver handbag with metallic handles.
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"Lovely 2 c u @klassmyleene & thank u @mothercareuk," Tweeted Rachel with a photo of herself buying items from Myleene's children's range at the event. "Cute things! Couldn't resist the babyk leopard tutu! x"
In September Rachel, 35, and her husband Alex Bourne announced the exciting news that they are expecting their second baby.
The delighted couple, who have been married for four years and have a two-year-old daughter, Amelie, said in a joint statement, "We're so happy to find out that we are pregnant again and can't wait to meet our new little member of the family early next year.
"Needless to say, we're all super excited, especially Amelie who is looking forward to meeting her younger brother or sister."
Rachel shared her pregnancy news on her website, alongside a sweet picture of the family's shoes with their birth years chalked underneath.
Next to Amelie's pink trainers were a pair of white baby shoes with the year 2014 written in chalk below them.