The two star also stepped out publicly and appeared to be in good spirits, reported E! News.
Fox filed for divorce from Green in August, with the date of separation listed as June 15, citing "irreconcilable differences" as the reason for the split and requested joint physical and legal custody of their two sons, Noah Green, 3, and Bodhi Green, 2.
The actors' divorce is still pending, with Fox's attorney last filing paperwork Jan. 29; no future hearings are scheduled at this time.
The couple, who briefly called off their engagement in 2009, are now focused on Baby No 3.
"This pregnancy was not planned, but when they found out they were extremely happy," the source added.