The engaged couple left the private facility in Santa Monica as they prepare for their wedding later this year.
Pratt, 39, gave the thumbs up to waiting paparazzi while Katherine, 29, could not stop laughing as she walked behind her handsome beau.
The couple dressed casual for their gym date and they seem inseparable these days.
Her father Arnold Schwarzenegger gave his future son-in-law the 'thumbs-up' recently saying that he was 'a good guy' during an interview.
For more details on their gym date – click through the images.
Katherine wore a striped top, black leggings, and sweatshirt with designer mules.
The socialite sported the huge diamond engagement ring gifted to her by the actor.
The couple announced their engagement after a seven months romance earlier this year.
He revealed recently that they were planning a 'winter themed' wedding together.
Pratt dressed casual for his gym session with a hoodie, shorts, sneakers and baseball cap.
The actor told reporters at 'The Lego Movie 2: The Second Part' world premiere they were considering having a 'fall, winter kind of thing' and still had 'a lot to get done.'
The 'Guardians Of The Galaxy' star had fun with the paparazzi as the pair headed to his SUV.
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