Cowell, 53, recruited an instructor who specialises in teaching yoga to the pregnant women, reported Daily Mirror.
"One of her friends suggested a particular yoga specialist and Simon thought it was a great idea so he got her on board," a source said.
Meanwhile Louis Walsh, 61, one of the "X Factor" judges with Sharon Osbourne, 60, has told friends how delighted he is that Cowell is going to be a father.
"It was something he didn't think would happen and he is genuinely pleased," the source added.