Penny completed her look with silver sparkly heels and an elegant ponytail.
The actress is expecting her second child with husband Matt Tooker.
Penny spoke to New Idea in September about her battle with endometriosis.
'I had the surgery, and typically doctors say that you really need to fall pregnant within the first six months after,' she said.
'That's your best chance because the endometriosis hasn't started to grow back yet.
'We had planned to try for six months and then the next step for us was IVF. So to fall pregnant in the fifth month – we just felt such relief and gratitude. I was a little bit skeptical at first and didn't want to get my hopes up.'
The pair already share three-year-old son Jack.