Biel, 32, bundled up her baby bump as she walked around the set of the movie and Timberlake looking on from a car, reported People magazine.
To brave the chilly temperatures in New Orleans, Timberlake donned a black hoodie and coat while Biel, 32, wore a puffy beige coat, jeans and flats.
The couple, who were married in Italy in 2012, kept quiet on their pending parenthood until they announced the news with a sweet photo on Instagram on Timberlake's 34th birthday.